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 | 1.56% | 0.64 CHF | 0.65 CHF | 340'000 | 340'000 | 339'556 | 339'556 | 216'951 CHF | 220'351 CHF | 100.00% | 100.00% |
15.05.2024 | 1.64% | 0.64 CHF | 0.65 CHF | 350'000 | 350'000 | 349'364 | 349'364 | 212'313 CHF | 215'813 CHF | 100.00% | 100.00% |
14.05.2024 | 1.77% | 0.58 CHF | 0.59 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 195'949 CHF | 199'449 CHF | 99.99% | 99.99% |
13.05.2024 | 1.80% | 0.56 CHF | 0.57 CHF | 360'000 | 360'000 | 360'000 | 360'000 | 198'468 CHF | 202'068 CHF | 100.00% | 100.00% |
10.05.2024 | 1.83% | 0.53 CHF | 0.54 CHF | 360'000 | 360'000 | 360'000 | 360'000 | 194'909 CHF | 198'509 CHF | 100.00% | 100.00% |
08.05.2024 | 1.93% | 0.52 CHF | 0.53 CHF | 360'000 | 360'000 | 359'862 | 359'862 | 184'888 CHF | 188'488 CHF | 99.63% | 99.63% |
07.05.2024 | 1.77% | 0.56 CHF | 0.57 CHF | 350'000 | 350'000 | 349'815 | 349'815 | 196'305 CHF | 199'805 CHF | 100.00% | 100.00% |
06.05.2024 | 1.69% | 0.58 CHF | 0.59 CHF | 360'000 | 360'000 | 360'000 | 360'000 | 211'145 CHF | 214'745 CHF | 100.00% | 100.00% |
03.05.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 360'000 | 360'000 | 360'000 | 360'000 | 208'122 CHF | 211'722 CHF | 99.98% | 99.98% |
02.05.2024 | 1.83% | 0.53 CHF | 0.54 CHF | 360'000 | 360'000 | 360'000 | 360'000 | 194'623 CHF | 198'223 CHF | 99.99% | 99.99% |