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 | 2.87% | 0.35 CHF | 0.36 CHF | 435'000 | 435'000 | 240'010 | 240'010 | 84'020 CHF | 86'429 CHF | 100.00% | 100.00% |
15.05.2024 | 2.57% | 0.36 CHF | 0.37 CHF | 435'000 | 435'000 | 241'518 | 241'518 | 94'019 CHF | 96'448 CHF | 100.00% | 100.00% |
14.05.2024 | 2.44% | 0.41 CHF | 0.42 CHF | 445'000 | 445'000 | 243'946 | 243'946 | 100'831 CHF | 103'276 CHF | 99.90% | 99.90% |
13.05.2024 | 2.27% | 0.43 CHF | 0.44 CHF | 445'000 | 445'000 | 246'186 | 246'186 | 108'958 CHF | 111'425 CHF | 100.00% | 100.00% |
10.05.2024 | 2.22% | 0.49 CHF | 0.50 CHF | 450'000 | 450'000 | 247'509 | 247'509 | 113'859 CHF | 116'339 CHF | 100.00% | 100.00% |
08.05.2024 | 2.06% | 0.50 CHF | 0.51 CHF | 455'000 | 455'000 | 247'367 | 247'367 | 122'366 CHF | 124'844 CHF | 97.91% | 97.91% |
07.05.2024 | 2.10% | 0.49 CHF | 0.50 CHF | 455'000 | 455'000 | 249'484 | 249'484 | 119'893 CHF | 122'394 CHF | 98.18% | 98.18% |
06.05.2024 | 2.01% | 0.50 CHF | 0.51 CHF | 455'000 | 455'000 | 251'199 | 251'199 | 125'471 CHF | 127'987 CHF | 99.86% | 99.86% |
03.05.2024 | 2.15% | 0.46 CHF | 0.47 CHF | 450'000 | 450'000 | 172'072 | 172'072 | 80'107 CHF | 81'830 CHF | 99.97% | 99.97% |
02.05.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 475'000 | 475'000 | 262'946 | 262'946 | 183'650 CHF | 186'285 CHF | 99.99% | 99.99% |