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 | 3.91% | 0.25 CHF | 0.26 CHF | 560'000 | 560'000 | 559'267 | 559'267 | 140'600 CHF | 146'200 CHF | 100.00% | 100.00% |
15.05.2024 | 3.53% | 0.26 CHF | 0.27 CHF | 490'000 | 490'000 | 489'108 | 489'108 | 136'914 CHF | 141'814 CHF | 100.00% | 100.00% |
14.05.2024 | 3.10% | 0.30 CHF | 0.31 CHF | 470'000 | 470'000 | 470'000 | 470'000 | 149'474 CHF | 154'174 CHF | 100.00% | 100.00% |
13.05.2024 | 3.03% | 0.32 CHF | 0.33 CHF | 460'000 | 460'000 | 460'000 | 460'000 | 149'690 CHF | 154'290 CHF | 100.00% | 100.00% |
10.05.2024 | 2.93% | 0.35 CHF | 0.36 CHF | 460'000 | 460'000 | 460'000 | 460'000 | 154'474 CHF | 159'074 CHF | 100.00% | 100.00% |
08.05.2024 | 2.69% | 0.37 CHF | 0.38 CHF | 450'000 | 450'000 | 449'824 | 449'824 | 164'973 CHF | 169'473 CHF | 99.63% | 99.63% |
07.05.2024 | 3.01% | 0.33 CHF | 0.34 CHF | 480'000 | 480'000 | 479'738 | 479'738 | 157'397 CHF | 162'197 CHF | 100.00% | 100.00% |
06.05.2024 | 3.16% | 0.32 CHF | 0.33 CHF | 480'000 | 480'000 | 480'000 | 480'000 | 149'585 CHF | 154'385 CHF | 100.00% | 100.00% |
03.05.2024 | 3.02% | 0.33 CHF | 0.34 CHF | 470'000 | 470'000 | 470'000 | 470'000 | 153'391 CHF | 158'091 CHF | 99.96% | 99.96% |
02.05.2024 | 2.78% | 0.37 CHF | 0.38 CHF | 470'000 | 470'000 | 470'000 | 470'000 | 166'673 CHF | 171'373 CHF | 99.99% | 99.99% |