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 | 3.22% | 0.48 CHF | 0.49 CHF | 350'000 | 350'000 | 345'669 | 345'669 | 164'776 CHF | 170'055 CHF | 100.00% | 100.00% |
15.05.2024 | 3.72% | 0.51 CHF | 0.53 CHF | 350'000 | 350'000 | 345'562 | 345'562 | 188'918 CHF | 195'892 CHF | 100.00% | 100.00% |
14.05.2024 | 3.59% | 0.58 CHF | 0.60 CHF | 350'000 | 350'000 | 346'172 | 346'172 | 194'924 CHF | 201'899 CHF | 100.00% | 100.00% |
13.05.2024 | 3.75% | 0.54 CHF | 0.56 CHF | 350'000 | 350'000 | 346'171 | 346'171 | 186'740 CHF | 193'715 CHF | 100.00% | 100.00% |
10.05.2024 | 3.61% | 0.57 CHF | 0.59 CHF | 350'000 | 350'000 | 346'171 | 346'171 | 194'120 CHF | 201'095 CHF | 99.99% | 99.99% |
08.05.2024 | 2.84% | 0.70 CHF | 0.72 CHF | 350'000 | 350'000 | 346'158 | 346'158 | 247'640 CHF | 254'615 CHF | 99.67% | 99.67% |
07.05.2024 | 2.93% | 0.70 CHF | 0.72 CHF | 350'000 | 350'000 | 346'022 | 346'022 | 239'637 CHF | 246'611 CHF | 100.00% | 100.00% |
06.05.2024 | 2.83% | 0.73 CHF | 0.75 CHF | 350'000 | 350'000 | 346'171 | 346'171 | 248'574 CHF | 255'549 CHF | 100.00% | 100.00% |
03.05.2024 | 2.55% | 0.80 CHF | 0.82 CHF | 350'000 | 350'000 | 346'121 | 346'121 | 278'019 CHF | 284'994 CHF | 98.94% | 98.94% |
02.05.2024 | 2.06% | 0.97 CHF | 0.99 CHF | 350'000 | 350'000 | 346'136 | 346'136 | 342'318 CHF | 349'292 CHF | 99.26% | 99.26% |