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 | 1.89% | 0.52 CHF | 0.53 CHF | 230'000 | 230'000 | 229'666 | 229'666 | 120'444 CHF | 122'744 CHF | 100.00% | 100.00% |
15.05.2024 | 1.88% | 0.54 CHF | 0.55 CHF | 230'000 | 230'000 | 229'573 | 229'573 | 121'522 CHF | 123'822 CHF | 100.00% | 100.00% |
14.05.2024 | 1.99% | 0.51 CHF | 0.52 CHF | 230'000 | 230'000 | 230'162 | 230'162 | 114'611 CHF | 116'914 CHF | 100.00% | 100.00% |
13.05.2024 | 1.98% | 0.50 CHF | 0.51 CHF | 240'000 | 240'000 | 240'000 | 240'000 | 119'981 CHF | 122'381 CHF | 100.00% | 100.00% |
10.05.2024 | 2.15% | 0.48 CHF | 0.49 CHF | 260'000 | 260'000 | 260'000 | 260'000 | 119'745 CHF | 122'345 CHF | 100.00% | 100.00% |
08.05.2024 | 2.21% | 0.44 CHF | 0.45 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 111'660 CHF | 114'160 CHF | 99.08% | 99.08% |
07.05.2024 | 1.98% | 0.49 CHF | 0.50 CHF | 290'000 | 290'000 | 277'309 | 277'309 | 139'159 CHF | 141'938 CHF | 100.00% | 100.00% |
06.05.2024 | 2.91% | 0.35 CHF | 0.36 CHF | 310'000 | 310'000 | 310'000 | 310'000 | 104'849 CHF | 107'949 CHF | 100.00% | 100.00% |
03.05.2024 | 3.07% | 0.33 CHF | 0.34 CHF | 320'000 | 320'000 | 320'091 | 320'091 | 102'538 CHF | 105'739 CHF | 100.00% | 100.00% |
02.05.2024 | 3.14% | 0.31 CHF | 0.32 CHF | 330'000 | 330'000 | 328'721 | 328'721 | 103'061 CHF | 106'348 CHF | 99.99% | 99.99% |