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 | 1.84% | 1.17 CHF | 1.19 CHF | 220'000 | 220'000 | 217'295 | 217'295 | 242'301 CHF | 246'685 CHF | 100.00% | 100.00% |
15.05.2024 | 2.11% | 1.08 CHF | 1.10 CHF | 260'000 | 260'000 | 256'707 | 256'707 | 248'211 CHF | 253'392 CHF | 100.00% | 100.00% |
14.05.2024 | 2.31% | 0.89 CHF | 0.91 CHF | 270'000 | 270'000 | 267'047 | 267'047 | 235'048 CHF | 240'429 CHF | 99.97% | 99.97% |
13.05.2024 | 2.11% | 0.94 CHF | 0.96 CHF | 260'000 | 260'000 | 257'156 | 257'156 | 248'139 CHF | 253'320 CHF | 100.00% | 100.00% |
10.05.2024 | 2.16% | 0.92 CHF | 0.94 CHF | 280'000 | 280'000 | 276'937 | 276'937 | 260'986 CHF | 266'565 CHF | 100.00% | 100.00% |
08.05.2024 | 3.18% | 0.66 CHF | 0.68 CHF | 350'000 | 350'000 | 346'159 | 346'159 | 220'767 CHF | 227'742 CHF | 99.67% | 99.67% |
07.05.2024 | 3.08% | 0.67 CHF | 0.69 CHF | 350'000 | 350'000 | 346'022 | 346'022 | 228'174 CHF | 235'149 CHF | 100.00% | 100.00% |
06.05.2024 | 3.27% | 0.60 CHF | 0.62 CHF | 350'000 | 350'000 | 346'170 | 346'170 | 213'899 CHF | 220'874 CHF | 100.00% | 100.00% |
03.05.2024 | 3.81% | 0.54 CHF | 0.56 CHF | 350'000 | 350'000 | 346'123 | 346'123 | 183'353 CHF | 190'327 CHF | 98.97% | 98.97% |
02.05.2024 | 3.97% | 0.41 CHF | 0.42 CHF | 350'000 | 350'000 | 346'143 | 346'143 | 132'036 CHF | 137'266 CHF | 99.20% | 99.20% |