Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 2.51% | 0.38 CHF | 0.39 CHF | 162'000 | 162'000 | 161'851 | 161'851 | 63'831 CHF | 65'451 CHF | 100.00% | 100.00% |
15.05.2024 | 2.33% | 0.43 CHF | 0.44 CHF | 160'000 | 160'000 | 159'798 | 159'798 | 68'145 CHF | 69'746 CHF | 100.00% | 100.00% |
14.05.2024 | 2.40% | 0.44 CHF | 0.45 CHF | 160'000 | 160'000 | 161'242 | 161'242 | 66'378 CHF | 67'991 CHF | 100.00% | 100.00% |
13.05.2024 | 2.50% | 0.40 CHF | 0.41 CHF | 162'000 | 162'000 | 162'000 | 162'000 | 63'907 CHF | 65'527 CHF | 99.88% | 99.88% |
10.05.2024 | 2.84% | 0.37 CHF | 0.38 CHF | 162'000 | 162'000 | 163'777 | 163'777 | 56'939 CHF | 58'577 CHF | 100.00% | 100.00% |
08.05.2024 | 3.43% | 0.29 CHF | 0.30 CHF | 166'000 | 166'000 | 166'000 | 166'000 | 47'523 CHF | 49'183 CHF | 98.93% | 98.93% |
07.05.2024 | 4.47% | 0.25 CHF | 0.26 CHF | 168'000 | 168'000 | 168'195 | 168'195 | 37'163 CHF | 38'846 CHF | 99.89% | 99.89% |
06.05.2024 | 5.27% | 0.17 CHF | 0.18 CHF | 170'000 | 170'000 | 169'790 | 169'790 | 31'449 CHF | 33'147 CHF | 100.00% | 100.00% |
03.05.2024 | 5.21% | 0.16 CHF | 0.17 CHF | 170'000 | 170'000 | 169'925 | 169'925 | 31'906 CHF | 33'606 CHF | 99.94% | 99.94% |
02.05.2024 | 4.61% | 0.21 CHF | 0.22 CHF | 168'000 | 168'000 | 168'499 | 168'499 | 35'839 CHF | 37'524 CHF | 98.58% | 98.58% |