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 | 2.29% | 0.38 CHF | 0.39 CHF | 290'000 | 290'000 | 283'933 | 283'933 | 123'784 CHF | 126'627 CHF | 99.42% | 99.42% |
15.05.2024 | 1.65% | 0.62 CHF | 0.63 CHF | 270'000 | 270'000 | 271'950 | 271'950 | 163'845 CHF | 166'571 CHF | 95.93% | 95.93% |
14.05.2024 | 1.68% | 0.58 CHF | 0.59 CHF | 275'000 | 275'000 | 273'789 | 273'789 | 161'345 CHF | 164'084 CHF | 100.00% | 100.00% |
13.05.2024 | 1.58% | 0.63 CHF | 0.64 CHF | 270'000 | 270'000 | 268'885 | 268'885 | 169'276 CHF | 171'965 CHF | 99.86% | 99.86% |
10.05.2024 | 1.61% | 0.63 CHF | 0.64 CHF | 270'000 | 270'000 | 272'375 | 272'375 | 167'577 CHF | 170'301 CHF | 100.00% | 100.00% |
08.05.2024 | 1.96% | 0.50 CHF | 0.51 CHF | 280'000 | 280'000 | 280'431 | 280'431 | 141'488 CHF | 144'293 CHF | 98.93% | 98.93% |
07.05.2024 | 2.31% | 0.48 CHF | 0.49 CHF | 285'000 | 285'000 | 286'087 | 286'087 | 123'536 CHF | 126'399 CHF | 93.55% | 93.55% |
06.05.2024 | 2.22% | 0.45 CHF | 0.46 CHF | 285'000 | 285'000 | 285'201 | 285'201 | 126'864 CHF | 129'716 CHF | 100.00% | 100.00% |
03.05.2024 | 2.46% | 0.42 CHF | 0.43 CHF | 290'000 | 290'000 | 289'610 | 289'610 | 116'622 CHF | 119'518 CHF | 93.35% | 93.35% |
02.05.2024 | 2.61% | 0.38 CHF | 0.39 CHF | 290'000 | 290'000 | 291'195 | 291'195 | 109'981 CHF | 112'893 CHF | 93.11% | 93.11% |