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 | 1.88% | 0.54 CHF | 0.55 CHF | 435'000 | 435'000 | 239'992 | 239'992 | 128'857 CHF | 131'266 CHF | 100.00% | 100.00% |
15.05.2024 | 1.76% | 0.54 CHF | 0.55 CHF | 435'000 | 435'000 | 241'515 | 241'515 | 138'954 CHF | 141'383 CHF | 100.00% | 100.00% |
14.05.2024 | 1.68% | 0.60 CHF | 0.61 CHF | 445'000 | 445'000 | 243'945 | 243'945 | 146'794 CHF | 149'239 CHF | 99.90% | 99.90% |
13.05.2024 | 1.60% | 0.62 CHF | 0.63 CHF | 445'000 | 445'000 | 246'181 | 246'181 | 155'137 CHF | 157'603 CHF | 100.00% | 100.00% |
10.05.2024 | 1.58% | 0.67 CHF | 0.68 CHF | 450'000 | 450'000 | 247'509 | 247'509 | 159'941 CHF | 162'420 CHF | 100.00% | 100.00% |
08.05.2024 | 1.49% | 0.69 CHF | 0.70 CHF | 455'000 | 455'000 | 247'360 | 247'360 | 168'673 CHF | 171'152 CHF | 97.91% | 97.91% |
07.05.2024 | 1.52% | 0.68 CHF | 0.69 CHF | 455'000 | 455'000 | 249'471 | 249'471 | 166'452 CHF | 168'953 CHF | 98.18% | 98.18% |
06.05.2024 | 1.47% | 0.69 CHF | 0.70 CHF | 455'000 | 455'000 | 251'200 | 251'200 | 172'442 CHF | 174'959 CHF | 99.86% | 99.86% |
03.05.2024 | 1.54% | 0.65 CHF | 0.66 CHF | 450'000 | 450'000 | 172'153 | 172'153 | 112'409 CHF | 114'133 CHF | 100.00% | 100.00% |
02.05.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 475'000 | 475'000 | 262'946 | 262'946 | 233'123 CHF | 235'757 CHF | 99.99% | 99.99% |