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 | 5.85% | 0.17 CHF | 0.18 CHF | 240'500 | 240'500 | 239'288 | 239'288 | 39'781 CHF | 42'176 CHF | 100.00% | 100.00% |
15.05.2024 | 5.35% | 0.17 CHF | 0.18 CHF | 224'900 | 224'900 | 221'606 | 221'606 | 40'565 CHF | 42'787 CHF | 100.00% | 100.00% |
14.05.2024 | 5.32% | 0.19 CHF | 0.20 CHF | 236'900 | 236'900 | 239'038 | 239'038 | 43'751 CHF | 46'142 CHF | 99.97% | 99.97% |
13.05.2024 | 5.79% | 0.18 CHF | 0.19 CHF | 263'800 | 263'800 | 264'366 | 264'366 | 44'389 CHF | 47'032 CHF | 100.00% | 100.00% |
10.05.2024 | 5.89% | 0.16 CHF | 0.17 CHF | 256'100 | 256'100 | 253'637 | 253'637 | 41'805 CHF | 44'341 CHF | 100.00% | 100.00% |
08.05.2024 | 6.40% | 0.15 CHF | 0.16 CHF | 255'700 | 255'700 | 255'585 | 255'585 | 38'691 CHF | 41'248 CHF | 99.07% | 99.07% |
07.05.2024 | 6.06% | 0.17 CHF | 0.18 CHF | 272'500 | 272'500 | 271'322 | 271'322 | 43'459 CHF | 46'172 CHF | 97.81% | 97.81% |
06.05.2024 | 6.49% | 0.15 CHF | 0.16 CHF | 287'300 | 287'300 | 288'030 | 288'030 | 43'016 CHF | 45'896 CHF | 100.00% | 100.00% |
03.05.2024 | 7.01% | 0.14 CHF | 0.15 CHF | 320'600 | 320'600 | 319'925 | 319'925 | 44'056 CHF | 47'256 CHF | 100.00% | 100.00% |
02.05.2024 | 7.67% | 0.13 CHF | 0.14 CHF | 330'300 | 330'300 | 328'937 | 328'937 | 41'262 CHF | 44'552 CHF | 100.00% | 100.00% |