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 | 1.60% | 0.62 CHF | 0.63 CHF | 395'000 | 395'000 | 392'637 | 392'637 | 244'013 CHF | 247'943 CHF | 100.00% | 100.00% |
15.05.2024 | 1.56% | 0.62 CHF | 0.63 CHF | 395'000 | 395'000 | 395'122 | 395'122 | 252'263 CHF | 256'223 CHF | 100.00% | 100.00% |
14.05.2024 | 1.57% | 0.64 CHF | 0.65 CHF | 395'000 | 395'000 | 394'932 | 394'932 | 249'142 CHF | 253'092 CHF | 100.00% | 100.00% |
13.05.2024 | 1.57% | 0.64 CHF | 0.65 CHF | 395'000 | 395'000 | 395'000 | 395'000 | 249'178 CHF | 253'128 CHF | 100.00% | 100.00% |
10.05.2024 | 1.55% | 0.63 CHF | 0.64 CHF | 395'000 | 395'000 | 395'775 | 395'775 | 253'217 CHF | 257'175 CHF | 100.00% | 100.00% |
08.05.2024 | 1.48% | 0.66 CHF | 0.67 CHF | 400'000 | 400'000 | 403'426 | 403'426 | 270'060 CHF | 274'094 CHF | 99.25% | 99.25% |
07.05.2024 | 1.41% | 0.69 CHF | 0.70 CHF | 410'000 | 410'000 | 409'624 | 409'624 | 288'403 CHF | 292'503 CHF | 97.36% | 97.36% |
06.05.2024 | 1.44% | 0.71 CHF | 0.72 CHF | 410'000 | 410'000 | 406'044 | 406'044 | 279'178 CHF | 283'239 CHF | 98.53% | 98.53% |
03.05.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 410'000 | 410'000 | 408'284 | 408'284 | 283'114 CHF | 287'196 CHF | 100.00% | 100.00% |
02.05.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 410'000 | 410'000 | 409'936 | 409'936 | 286'582 CHF | 290'681 CHF | 100.00% | 100.00% |