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 | 1.76% | 0.57 CHF | 0.58 CHF | 320'000 | 320'000 | 319'637 | 319'637 | 179'901 CHF | 183'100 CHF | 100.00% | 100.00% |
15.05.2024 | 1.53% | 0.64 CHF | 0.65 CHF | 330'000 | 330'000 | 329'247 | 329'247 | 214'838 CHF | 218'138 CHF | 99.99% | 99.99% |
14.05.2024 | 1.44% | 0.68 CHF | 0.69 CHF | 330'000 | 330'000 | 338'043 | 338'043 | 232'703 CHF | 236'084 CHF | 99.99% | 99.99% |
13.05.2024 | 1.52% | 0.64 CHF | 0.65 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 216'172 CHF | 219'472 CHF | 99.83% | 99.83% |
10.05.2024 | 1.50% | 0.67 CHF | 0.68 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 218'542 CHF | 221'842 CHF | 100.00% | 100.00% |
08.05.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 340'000 | 340'000 | 340'000 | 340'000 | 238'294 CHF | 241'694 CHF | 98.62% | 98.62% |
07.05.2024 | 1.38% | 0.71 CHF | 0.72 CHF | 340'000 | 340'000 | 339'673 | 339'673 | 244'604 CHF | 248'004 CHF | 99.89% | 99.89% |
06.05.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 340'000 | 340'000 | 340'583 | 340'583 | 250'899 CHF | 254'305 CHF | 100.00% | 100.00% |
03.05.2024 | 1.30% | 0.75 CHF | 0.76 CHF | 350'000 | 350'000 | 348'977 | 348'977 | 266'906 CHF | 270'396 CHF | 99.82% | 99.82% |
02.05.2024 | 1.35% | 0.78 CHF | 0.79 CHF | 350'000 | 350'000 | 342'896 | 342'896 | 253'252 CHF | 256'681 CHF | 98.53% | 98.53% |