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 | 2.93% | 0.36 CHF | 0.37 CHF | 940'000 | 940'000 | 471'450 | 471'450 | 164'105 CHF | 168'852 CHF | 100.00% | 100.00% |
15.05.2024 | 2.66% | 0.36 CHF | 0.37 CHF | 950'000 | 950'000 | 461'072 | 461'072 | 173'991 CHF | 178'641 CHF | 100.00% | 100.00% |
14.05.2024 | 2.96% | 0.41 CHF | 0.42 CHF | 920'000 | 920'000 | 469'394 | 469'394 | 165'621 CHF | 170'336 CHF | 99.99% | 99.99% |
13.05.2024 | 3.22% | 0.35 CHF | 0.36 CHF | 950'000 | 950'000 | 480'003 | 480'003 | 155'475 CHF | 160'298 CHF | 99.86% | 99.86% |
10.05.2024 | 2.97% | 0.31 CHF | 0.32 CHF | 980'000 | 980'000 | 468'433 | 468'433 | 157'875 CHF | 162'580 CHF | 100.00% | 100.00% |
08.05.2024 | 2.69% | 0.38 CHF | 0.39 CHF | 950'000 | 950'000 | 463'526 | 463'526 | 173'845 CHF | 178'504 CHF | 96.51% | 96.51% |
07.05.2024 | 2.27% | 0.43 CHF | 0.44 CHF | 870'000 | 870'000 | 426'112 | 426'112 | 188'653 CHF | 192'936 CHF | 97.41% | 97.41% |
06.05.2024 | 2.18% | 0.46 CHF | 0.47 CHF | 900'000 | 900'000 | 443'954 | 443'954 | 209'201 CHF | 213'658 CHF | 98.41% | 98.41% |
03.05.2024 | 2.30% | 0.43 CHF | 0.44 CHF | 930'000 | 930'000 | 449'085 | 449'085 | 201'040 CHF | 205'551 CHF | 99.98% | 99.98% |
02.05.2024 | 2.16% | 0.45 CHF | 0.46 CHF | 910'000 | 910'000 | 444'801 | 444'801 | 205'777 CHF | 210'245 CHF | 100.00% | 100.00% |