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 | 1.64% | 0.60 CHF | 0.61 CHF | 400'000 | 400'000 | 399'682 | 399'682 | 241'505 CHF | 245'502 CHF | 100.00% | 100.00% |
15.05.2024 | 1.47% | 0.64 CHF | 0.65 CHF | 375'000 | 375'000 | 358'460 | 358'460 | 242'799 CHF | 246'384 CHF | 100.00% | 100.00% |
14.05.2024 | 1.38% | 0.70 CHF | 0.71 CHF | 350'000 | 350'000 | 349'725 | 349'725 | 251'638 CHF | 255'136 CHF | 91.16% | 91.16% |
13.05.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 250'079 CHF | 253'579 CHF | 100.00% | 100.00% |
10.05.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 350'000 | 350'000 | 347'559 | 347'556 | 253'007 CHF | 256'480 CHF | 100.00% | 100.00% |
08.05.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 325'000 | 325'000 | 325'000 | 325'000 | 252'071 CHF | 255'321 CHF | 100.00% | 100.00% |
07.05.2024 | 1.28% | 0.75 CHF | 0.76 CHF | 325'000 | 325'000 | 325'000 | 325'000 | 253'121 CHF | 256'371 CHF | 100.00% | 100.00% |
06.05.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 325'000 | 325'000 | 320'492 | 320'492 | 261'714 CHF | 264'919 CHF | 100.00% | 100.00% |
03.05.2024 | 1.10% | 0.86 CHF | 0.87 CHF | 300'000 | 300'000 | 293'967 | 293'967 | 266'710 CHF | 269'649 CHF | 96.97% | 96.97% |
02.05.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 275'000 | 275'000 | 275'000 | 275'000 | 275'203 CHF | 277'953 CHF | 100.00% | 100.00% |