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 | 1.96% | 0.50 CHF | 0.51 CHF | 228'000 | 228'000 | 228'833 | 228'833 | 115'811 CHF | 118'101 CHF | 100.00% | 100.00% |
15.05.2024 | 2.01% | 0.51 CHF | 0.52 CHF | 228'000 | 228'000 | 225'808 | 225'808 | 111'966 CHF | 114'230 CHF | 100.00% | 100.00% |
14.05.2024 | 2.03% | 0.48 CHF | 0.49 CHF | 220'000 | 220'000 | 224'743 | 224'743 | 109'583 CHF | 111'831 CHF | 99.99% | 99.99% |
13.05.2024 | 1.88% | 0.51 CHF | 0.52 CHF | 232'000 | 232'000 | 235'399 | 235'399 | 123'807 CHF | 126'161 CHF | 100.00% | 100.00% |
10.05.2024 | 1.91% | 0.52 CHF | 0.53 CHF | 236'000 | 236'000 | 233'006 | 233'006 | 121'115 CHF | 123'445 CHF | 100.00% | 100.00% |
08.05.2024 | 1.90% | 0.52 CHF | 0.53 CHF | 236'000 | 236'000 | 236'000 | 236'000 | 122'850 CHF | 125'210 CHF | 98.98% | 98.98% |
07.05.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 236'000 | 236'000 | 235'898 | 235'898 | 123'726 CHF | 126'087 CHF | 99.66% | 99.66% |
06.05.2024 | 1.86% | 0.53 CHF | 0.54 CHF | 236'000 | 236'000 | 238'078 | 238'078 | 126'724 CHF | 129'105 CHF | 100.00% | 100.00% |
03.05.2024 | 1.87% | 0.54 CHF | 0.55 CHF | 240'000 | 240'000 | 239'565 | 239'565 | 126'997 CHF | 129'393 CHF | 100.00% | 100.00% |
02.05.2024 | 1.88% | 0.54 CHF | 0.55 CHF | 240'000 | 240'000 | 236'630 | 236'630 | 124'991 CHF | 127'358 CHF | 100.00% | 100.00% |