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 | 1.77% | 0.56 CHF | 0.57 CHF | 210'000 | 210'000 | 209'063 | 209'063 | 117'570 CHF | 119'662 CHF | 100.00% | 100.00% |
15.05.2024 | 1.70% | 0.57 CHF | 0.58 CHF | 210'000 | 210'000 | 208'652 | 208'652 | 122'550 CHF | 124'642 CHF | 100.00% | 100.00% |
14.05.2024 | 1.69% | 0.60 CHF | 0.61 CHF | 210'000 | 210'000 | 209'310 | 209'310 | 123'034 CHF | 125'128 CHF | 100.00% | 100.00% |
13.05.2024 | 1.89% | 0.54 CHF | 0.55 CHF | 215'000 | 215'000 | 214'189 | 214'189 | 112'569 CHF | 114'711 CHF | 100.00% | 100.00% |
10.05.2024 | 1.97% | 0.49 CHF | 0.50 CHF | 220'000 | 220'000 | 217'861 | 217'861 | 109'280 CHF | 111'459 CHF | 100.00% | 100.00% |
08.05.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 220'000 | 220'000 | 219'045 | 219'045 | 108'423 CHF | 110'614 CHF | 99.06% | 99.06% |
07.05.2024 | 1.93% | 0.52 CHF | 0.53 CHF | 215'000 | 215'000 | 214'346 | 214'346 | 110'421 CHF | 112'565 CHF | 97.92% | 97.92% |
06.05.2024 | 1.98% | 0.50 CHF | 0.51 CHF | 220'000 | 220'000 | 218'858 | 218'858 | 109'506 CHF | 111'695 CHF | 100.00% | 100.00% |
03.05.2024 | 2.07% | 0.48 CHF | 0.49 CHF | 220'000 | 220'000 | 219'538 | 219'538 | 104'891 CHF | 107'087 CHF | 99.99% | 99.99% |
02.05.2024 | 2.15% | 0.47 CHF | 0.48 CHF | 220'000 | 220'000 | 221'361 | 221'361 | 102'016 CHF | 104'230 CHF | 100.00% | 100.00% |