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% | 0.59 CHF | 0.60 CHF | 290'000 | 290'000 | 283'929 | 283'929 | 150'917 CHF | 153'761 CHF | 99.42% | 99.42% |
15.05.2024 | 2.71% | 0.35 CHF | 0.36 CHF | 270'000 | 270'000 | 271'964 | 271'964 | 99'511 CHF | 102'237 CHF | 97.58% | 97.58% |
14.05.2024 | 2.60% | 0.39 CHF | 0.40 CHF | 275'000 | 275'000 | 273'789 | 273'789 | 103'848 CHF | 106'587 CHF | 99.98% | 99.98% |
13.05.2024 | 2.91% | 0.34 CHF | 0.35 CHF | 270'000 | 270'000 | 268'885 | 268'885 | 91'021 CHF | 93'710 CHF | 99.83% | 99.83% |
10.05.2024 | 2.80% | 0.34 CHF | 0.35 CHF | 270'000 | 270'000 | 272'374 | 272'374 | 96'231 CHF | 98'954 CHF | 100.00% | 100.00% |
08.05.2024 | 2.14% | 0.47 CHF | 0.48 CHF | 280'000 | 280'000 | 280'430 | 280'430 | 129'788 CHF | 132'593 CHF | 98.93% | 98.93% |
07.05.2024 | 1.86% | 0.49 CHF | 0.50 CHF | 285'000 | 285'000 | 286'017 | 286'017 | 153'429 CHF | 156'293 CHF | 91.17% | 91.17% |
06.05.2024 | 1.90% | 0.51 CHF | 0.52 CHF | 285'000 | 285'000 | 285'201 | 285'201 | 149'074 CHF | 151'926 CHF | 100.00% | 100.00% |
03.05.2024 | 1.75% | 0.55 CHF | 0.56 CHF | 290'000 | 290'000 | 289'651 | 289'651 | 163'962 CHF | 166'859 CHF | 94.07% | 94.07% |
02.05.2024 | 1.67% | 0.59 CHF | 0.60 CHF | 290'000 | 290'000 | 291'188 | 291'188 | 172'524 CHF | 175'435 CHF | 93.81% | 93.81% |