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 | 1.65% | 0.60 CHF | 0.61 CHF | 310'000 | 310'000 | 309'594 | 309'594 | 186'144 CHF | 189'244 CHF | 100.00% | 100.00% |
15.05.2024 | 1.77% | 0.60 CHF | 0.61 CHF | 310'000 | 310'000 | 309'436 | 309'436 | 173'914 CHF | 177'014 CHF | 100.00% | 100.00% |
14.05.2024 | 1.96% | 0.53 CHF | 0.54 CHF | 320'000 | 320'000 | 320'000 | 320'000 | 161'826 CHF | 165'026 CHF | 100.00% | 100.00% |
13.05.2024 | 2.00% | 0.51 CHF | 0.52 CHF | 320'000 | 320'000 | 320'000 | 320'000 | 158'343 CHF | 161'543 CHF | 100.00% | 100.00% |
10.05.2024 | 2.05% | 0.47 CHF | 0.48 CHF | 320'000 | 320'000 | 320'000 | 320'000 | 154'474 CHF | 157'674 CHF | 100.00% | 100.00% |
08.05.2024 | 2.21% | 0.46 CHF | 0.47 CHF | 320'000 | 320'000 | 319'875 | 319'875 | 143'019 CHF | 146'219 CHF | 99.63% | 99.63% |
07.05.2024 | 1.97% | 0.51 CHF | 0.52 CHF | 320'000 | 320'000 | 319'826 | 319'826 | 160'638 CHF | 163'838 CHF | 100.00% | 100.00% |
06.05.2024 | 1.87% | 0.52 CHF | 0.53 CHF | 320'000 | 320'000 | 320'000 | 320'000 | 169'732 CHF | 172'932 CHF | 100.00% | 100.00% |
03.05.2024 | 1.91% | 0.51 CHF | 0.52 CHF | 320'000 | 320'000 | 320'000 | 320'000 | 165'936 CHF | 169'136 CHF | 99.96% | 99.96% |
02.05.2024 | 2.06% | 0.47 CHF | 0.48 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 158'518 CHF | 161'818 CHF | 99.99% | 99.99% |