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% | 0.53 CHF | 0.54 CHF | 275'000 | 275'000 | 275'535 | 275'536 | 148'790 CHF | 151'545 CHF | 99.49% | 99.49% |
15.05.2024 | 2.43% | 0.42 CHF | 0.43 CHF | 325'000 | 325'000 | 325'392 | 325'392 | 132'560 CHF | 135'814 CHF | 100.00% | 100.00% |
14.05.2024 | 2.71% | 0.38 CHF | 0.39 CHF | 350'000 | 350'000 | 343'679 | 343'678 | 124'993 CHF | 128'429 CHF | 99.79% | 99.79% |
13.05.2024 | 2.43% | 0.42 CHF | 0.43 CHF | 300'000 | 300'000 | 321'684 | 321'686 | 131'039 CHF | 134'256 CHF | 100.00% | 100.00% |
10.05.2024 | 2.48% | 0.39 CHF | 0.40 CHF | 325'000 | 325'000 | 325'415 | 325'422 | 129'606 CHF | 132'863 CHF | 100.00% | 100.00% |
08.05.2024 | 2.84% | 0.35 CHF | 0.36 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 121'686 CHF | 125'186 CHF | 100.00% | 100.00% |
07.05.2024 | 3.00% | 0.34 CHF | 0.35 CHF | 350'000 | 350'000 | 366'277 | 366'280 | 120'378 CHF | 124'042 CHF | 99.77% | 99.77% |
06.05.2024 | 3.20% | 0.32 CHF | 0.33 CHF | 375'000 | 375'000 | 376'904 | 376'903 | 116'063 CHF | 119'832 CHF | 99.77% | 99.77% |
03.05.2024 | 3.44% | 0.29 CHF | 0.30 CHF | 400'000 | 400'000 | 400'704 | 400'695 | 114'507 CHF | 118'511 CHF | 100.00% | 100.00% |
02.05.2024 | 3.03% | 0.28 CHF | 0.29 CHF | 400'000 | 400'000 | 373'210 | 373'207 | 121'664 CHF | 125'395 CHF | 100.00% | 100.00% |