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 | 1.79% | 0.55 CHF | 0.56 CHF | 290'000 | 290'000 | 287'574 | 287'574 | 159'228 CHF | 162'108 CHF | 99.41% | 99.41% |
15.05.2024 | 2.03% | 0.51 CHF | 0.52 CHF | 290'000 | 290'000 | 288'187 | 288'187 | 141'178 CHF | 144'066 CHF | 100.00% | 100.00% |
14.05.2024 | 2.01% | 0.48 CHF | 0.49 CHF | 290'000 | 290'000 | 288'314 | 288'727 | 141'985 CHF | 145'079 CHF | 99.68% | 99.68% |
13.05.2024 | 1.93% | 0.51 CHF | 0.52 CHF | 290'000 | 290'000 | 288'804 | 288'804 | 148'093 CHF | 150'981 CHF | 100.00% | 100.00% |
10.05.2024 | 1.92% | 0.51 CHF | 0.52 CHF | 290'000 | 290'000 | 288'804 | 288'804 | 149'218 CHF | 152'106 CHF | 99.98% | 99.98% |
08.05.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 290'000 | 290'000 | 288'743 | 288'743 | 146'854 CHF | 149'742 CHF | 99.06% | 99.06% |
07.05.2024 | 2.25% | 0.48 CHF | 0.49 CHF | 295'000 | 295'000 | 295'015 | 295'015 | 129'995 CHF | 132'947 CHF | 99.48% | 99.48% |
06.05.2024 | 2.46% | 0.42 CHF | 0.43 CHF | 300'000 | 300'000 | 299'017 | 299'017 | 120'357 CHF | 123'347 CHF | 100.00% | 100.00% |
03.05.2024 | 2.53% | 0.40 CHF | 0.41 CHF | 300'000 | 300'000 | 299'595 | 299'595 | 117'081 CHF | 120'077 CHF | 99.64% | 99.64% |
02.05.2024 | 2.65% | 0.37 CHF | 0.38 CHF | 305'000 | 305'000 | 302'005 | 302'005 | 112'604 CHF | 115'624 CHF | 99.73% | 99.73% |