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 | 2.23% | 0.44 CHF | 0.45 CHF | 228'000 | 228'000 | 228'833 | 228'833 | 101'835 CHF | 104'125 CHF | 100.00% | 100.00% |
15.05.2024 | 2.29% | 0.45 CHF | 0.46 CHF | 228'000 | 228'000 | 225'806 | 225'806 | 98'204 CHF | 100'468 CHF | 100.00% | 100.00% |
14.05.2024 | 2.32% | 0.42 CHF | 0.43 CHF | 220'000 | 220'000 | 224'743 | 224'743 | 95'988 CHF | 98'236 CHF | 99.99% | 99.99% |
13.05.2024 | 2.13% | 0.45 CHF | 0.46 CHF | 232'000 | 232'000 | 235'399 | 235'399 | 109'538 CHF | 111'892 CHF | 100.00% | 100.00% |
10.05.2024 | 2.15% | 0.46 CHF | 0.47 CHF | 236'000 | 236'000 | 233'011 | 233'011 | 107'023 CHF | 109'353 CHF | 100.00% | 100.00% |
08.05.2024 | 2.15% | 0.46 CHF | 0.47 CHF | 236'000 | 236'000 | 236'000 | 236'000 | 108'600 CHF | 110'960 CHF | 98.99% | 98.99% |
07.05.2024 | 2.13% | 0.46 CHF | 0.47 CHF | 236'000 | 236'000 | 235'991 | 235'991 | 109'488 CHF | 111'849 CHF | 99.60% | 99.60% |
06.05.2024 | 2.10% | 0.47 CHF | 0.48 CHF | 236'000 | 236'000 | 238'079 | 238'079 | 112'318 CHF | 114'699 CHF | 100.00% | 100.00% |
03.05.2024 | 2.11% | 0.47 CHF | 0.48 CHF | 240'000 | 240'000 | 239'565 | 239'565 | 112'550 CHF | 114'946 CHF | 100.00% | 100.00% |
02.05.2024 | 2.12% | 0.48 CHF | 0.49 CHF | 240'000 | 240'000 | 236'631 | 236'631 | 110'405 CHF | 112'771 CHF | 100.00% | 100.00% |