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 | 2.80% | 0.36 CHF | 0.37 CHF | 410'000 | 410'000 | 409'443 | 409'443 | 144'644 CHF | 148'744 CHF | 100.00% | 100.00% |
15.05.2024 | 3.01% | 0.36 CHF | 0.37 CHF | 450'000 | 450'000 | 449'174 | 449'174 | 147'740 CHF | 152'240 CHF | 99.98% | 99.98% |
14.05.2024 | 3.38% | 0.31 CHF | 0.32 CHF | 460'000 | 460'000 | 460'000 | 460'000 | 133'913 CHF | 138'513 CHF | 99.99% | 99.99% |
13.05.2024 | 3.46% | 0.29 CHF | 0.30 CHF | 470'000 | 470'000 | 470'000 | 470'000 | 133'780 CHF | 138'480 CHF | 100.00% | 100.00% |
10.05.2024 | 3.54% | 0.27 CHF | 0.28 CHF | 480'000 | 480'000 | 480'000 | 480'000 | 133'369 CHF | 138'169 CHF | 100.00% | 100.00% |
08.05.2024 | 3.81% | 0.26 CHF | 0.27 CHF | 480'000 | 480'000 | 479'810 | 479'810 | 123'625 CHF | 128'425 CHF | 99.63% | 99.63% |
07.05.2024 | 3.36% | 0.30 CHF | 0.31 CHF | 460'000 | 460'000 | 459'756 | 459'756 | 134'533 CHF | 139'133 CHF | 100.00% | 100.00% |
06.05.2024 | 3.13% | 0.31 CHF | 0.32 CHF | 460'000 | 460'000 | 460'000 | 460'000 | 144'479 CHF | 149'079 CHF | 100.00% | 100.00% |
03.05.2024 | 3.19% | 0.30 CHF | 0.31 CHF | 470'000 | 470'000 | 470'000 | 470'000 | 145'198 CHF | 149'898 CHF | 99.98% | 99.98% |
02.05.2024 | 3.53% | 0.27 CHF | 0.28 CHF | 480'000 | 480'000 | 480'000 | 480'000 | 133'633 CHF | 138'433 CHF | 99.99% | 99.99% |