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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 3.03% | 0.34 CHF | 0.35 CHF | 720'000 | 720'000 | 318'777 | 318'777 | 107'658 CHF | 110'860 CHF | 100.00% | 100.00% |
16.05.2024 | 2.87% | 0.36 CHF | 0.37 CHF | 720'000 | 720'000 | 317'733 | 317'733 | 113'321 CHF | 116'522 CHF | 100.00% | 100.00% |
15.05.2024 | 2.83% | 0.35 CHF | 0.36 CHF | 720'000 | 720'000 | 317'469 | 317'469 | 112'169 CHF | 115'363 CHF | 100.00% | 100.00% |
14.05.2024 | 2.83% | 0.36 CHF | 0.37 CHF | 720'000 | 720'000 | 317'906 | 317'906 | 113'656 CHF | 116'854 CHF | 100.00% | 100.00% |
13.05.2024 | 2.67% | 0.37 CHF | 0.38 CHF | 720'000 | 720'000 | 318'245 | 318'245 | 120'279 CHF | 123'476 CHF | 100.00% | 100.00% |
10.05.2024 | 2.51% | 0.39 CHF | 0.40 CHF | 710'000 | 710'000 | 313'632 | 313'632 | 125'974 CHF | 129'125 CHF | 100.00% | 100.00% |
08.05.2024 | 2.59% | 0.40 CHF | 0.41 CHF | 710'000 | 710'000 | 312'545 | 312'545 | 122'580 CHF | 125'720 CHF | 99.04% | 99.04% |
07.05.2024 | 2.57% | 0.41 CHF | 0.42 CHF | 700'000 | 700'000 | 315'928 | 315'928 | 125'728 CHF | 128'904 CHF | 99.67% | 99.67% |
06.05.2024 | 2.67% | 0.39 CHF | 0.40 CHF | 720'000 | 720'000 | 318'763 | 318'763 | 121'262 CHF | 124'464 CHF | 100.00% | 100.00% |
03.05.2024 | 2.70% | 0.39 CHF | 0.40 CHF | 720'000 | 720'000 | 315'217 | 315'217 | 120'157 CHF | 123'323 CHF | 99.97% | 99.97% |