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 | 1.97% | 0.50 CHF | 0.51 CHF | 370'000 | 370'000 | 369'500 | 369'500 | 186'417 CHF | 190'117 CHF | 100.00% | 100.00% |
15.05.2024 | 1.84% | 0.51 CHF | 0.52 CHF | 350'000 | 350'000 | 349'358 | 349'358 | 189'288 CHF | 192'788 CHF | 100.00% | 100.00% |
14.05.2024 | 1.67% | 0.57 CHF | 0.58 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 208'240 CHF | 211'740 CHF | 99.99% | 99.99% |
13.05.2024 | 1.64% | 0.60 CHF | 0.61 CHF | 340'000 | 340'000 | 340'000 | 340'000 | 205'331 CHF | 208'731 CHF | 100.00% | 100.00% |
10.05.2024 | 1.61% | 0.63 CHF | 0.64 CHF | 340'000 | 340'000 | 340'000 | 340'000 | 209'471 CHF | 212'871 CHF | 100.00% | 100.00% |
08.05.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 340'000 | 340'000 | 339'869 | 339'869 | 222'606 CHF | 226'006 CHF | 99.63% | 99.63% |
07.05.2024 | 1.65% | 0.60 CHF | 0.61 CHF | 350'000 | 350'000 | 349'815 | 349'815 | 210'733 CHF | 214'233 CHF | 100.00% | 100.00% |
06.05.2024 | 1.72% | 0.58 CHF | 0.59 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 202'131 CHF | 205'631 CHF | 100.00% | 100.00% |
03.05.2024 | 1.67% | 0.60 CHF | 0.61 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 208'269 CHF | 211'769 CHF | 99.99% | 99.99% |
02.05.2024 | 1.56% | 0.65 CHF | 0.66 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 222'039 CHF | 225'539 CHF | 99.99% | 99.99% |