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 | 1.84% | 0.55 CHF | 0.56 CHF | 210'000 | 210'000 | 209'063 | 209'063 | 112'943 CHF | 115'035 CHF | 100.00% | 100.00% |
15.05.2024 | 1.93% | 0.53 CHF | 0.54 CHF | 210'000 | 210'000 | 208'639 | 208'639 | 107'446 CHF | 109'537 CHF | 99.99% | 99.99% |
14.05.2024 | 1.93% | 0.50 CHF | 0.51 CHF | 210'000 | 210'000 | 209'309 | 209'309 | 107'840 CHF | 109'934 CHF | 100.00% | 100.00% |
13.05.2024 | 1.73% | 0.57 CHF | 0.58 CHF | 215'000 | 215'000 | 214'189 | 214'189 | 122'997 CHF | 125'138 CHF | 100.00% | 100.00% |
10.05.2024 | 1.66% | 0.61 CHF | 0.62 CHF | 220'000 | 220'000 | 217'861 | 217'861 | 130'375 CHF | 132'554 CHF | 100.00% | 100.00% |
08.05.2024 | 1.64% | 0.60 CHF | 0.61 CHF | 220'000 | 220'000 | 219'042 | 219'042 | 132'435 CHF | 134'626 CHF | 99.06% | 99.06% |
07.05.2024 | 1.70% | 0.58 CHF | 0.59 CHF | 215'000 | 215'000 | 214'413 | 214'413 | 125'453 CHF | 127'598 CHF | 97.85% | 97.85% |
06.05.2024 | 1.66% | 0.60 CHF | 0.61 CHF | 220'000 | 220'000 | 218'858 | 218'858 | 131'001 CHF | 133'189 CHF | 100.00% | 100.00% |
03.05.2024 | 1.60% | 0.62 CHF | 0.63 CHF | 220'000 | 220'000 | 219'538 | 219'538 | 136'480 CHF | 138'675 CHF | 99.99% | 99.99% |
02.05.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 220'000 | 220'000 | 221'361 | 221'361 | 141'755 CHF | 143'969 CHF | 100.00% | 100.00% |