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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 310'000 | 310'000 | 310'000 | 310'000 | 153'143 CHF | 156'243 CHF | 100.00% | 100.00% |
23.05.2024 | 2.03% | 0.48 CHF | 0.49 CHF | 310'000 | 310'000 | 310'000 | 310'000 | 151'116 CHF | 154'216 CHF | 100.00% | 100.00% |
22.05.2024 | 2.05% | 0.49 CHF | 0.50 CHF | 310'000 | 310'000 | 310'000 | 310'000 | 149'934 CHF | 153'034 CHF | 100.00% | 100.00% |
21.05.2024 | 2.16% | 0.46 CHF | 0.47 CHF | 310'000 | 310'000 | 309'691 | 309'691 | 142'409 CHF | 145'509 CHF | 99.82% | 99.82% |
17.05.2024 | 2.26% | 0.44 CHF | 0.45 CHF | 310'000 | 310'000 | 310'000 | 310'000 | 135'382 CHF | 138'482 CHF | 100.00% | 100.00% |
16.05.2024 | 2.54% | 0.41 CHF | 0.42 CHF | 310'000 | 310'000 | 309'551 | 309'551 | 120'880 CHF | 123'980 CHF | 100.00% | 100.00% |
15.05.2024 | 2.61% | 0.40 CHF | 0.41 CHF | 310'000 | 310'000 | 309'431 | 309'431 | 117'404 CHF | 120'504 CHF | 100.00% | 100.00% |
14.05.2024 | 2.65% | 0.38 CHF | 0.39 CHF | 310'000 | 310'000 | 310'000 | 310'000 | 115'396 CHF | 118'496 CHF | 100.00% | 100.00% |
13.05.2024 | 2.79% | 0.37 CHF | 0.38 CHF | 320'000 | 320'000 | 320'000 | 320'000 | 113'039 CHF | 116'239 CHF | 100.00% | 100.00% |
10.05.2024 | 2.84% | 0.34 CHF | 0.35 CHF | 320'000 | 320'000 | 320'000 | 320'000 | 111'039 CHF | 114'239 CHF | 100.00% | 100.00% |