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 | 2.07% | 0.48 CHF | 0.49 CHF | 310'000 | 310'000 | 309'579 | 309'579 | 148'397 CHF | 151'497 CHF | 100.00% | 100.00% |
15.05.2024 | 1.91% | 0.49 CHF | 0.50 CHF | 310'000 | 310'000 | 309'432 | 309'432 | 161'186 CHF | 164'286 CHF | 100.00% | 100.00% |
14.05.2024 | 1.71% | 0.55 CHF | 0.56 CHF | 310'000 | 310'000 | 310'000 | 310'000 | 180'413 CHF | 183'513 CHF | 100.00% | 100.00% |
13.05.2024 | 1.68% | 0.58 CHF | 0.59 CHF | 310'000 | 310'000 | 310'000 | 310'000 | 183'327 CHF | 186'427 CHF | 100.00% | 100.00% |
10.05.2024 | 1.64% | 0.62 CHF | 0.63 CHF | 310'000 | 310'000 | 310'000 | 310'000 | 187'345 CHF | 190'445 CHF | 100.00% | 100.00% |
08.05.2024 | 1.54% | 0.64 CHF | 0.65 CHF | 310'000 | 310'000 | 309'878 | 309'878 | 199'859 CHF | 202'959 CHF | 99.63% | 99.63% |
07.05.2024 | 1.69% | 0.58 CHF | 0.59 CHF | 310'000 | 310'000 | 309'835 | 309'835 | 182'055 CHF | 185'155 CHF | 100.00% | 100.00% |
06.05.2024 | 1.78% | 0.56 CHF | 0.57 CHF | 310'000 | 310'000 | 310'000 | 310'000 | 172'535 CHF | 175'635 CHF | 100.00% | 100.00% |
03.05.2024 | 1.73% | 0.58 CHF | 0.59 CHF | 310'000 | 310'000 | 310'000 | 310'000 | 177'951 CHF | 181'051 CHF | 99.97% | 99.97% |
02.05.2024 | 1.59% | 0.64 CHF | 0.65 CHF | 310'000 | 310'000 | 310'000 | 310'000 | 193'013 CHF | 196'113 CHF | 99.99% | 99.99% |