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 | 3.00% | 0.33 CHF | 0.34 CHF | 230'000 | 230'000 | 229'045 | 229'045 | 75'275 CHF | 77'566 CHF | 99.33% | 99.33% |
16.05.2024 | 3.07% | 0.31 CHF | 0.32 CHF | 230'000 | 230'000 | 228'785 | 228'785 | 73'610 CHF | 75'901 CHF | 100.00% | 100.00% |
15.05.2024 | 3.45% | 0.29 CHF | 0.30 CHF | 230'000 | 230'000 | 228'621 | 228'621 | 65'381 CHF | 67'673 CHF | 100.00% | 100.00% |
14.05.2024 | 3.26% | 0.31 CHF | 0.32 CHF | 230'000 | 230'000 | 228'986 | 228'986 | 69'098 CHF | 71'389 CHF | 100.00% | 100.00% |
13.05.2024 | 3.15% | 0.31 CHF | 0.32 CHF | 230'000 | 230'000 | 229'052 | 229'052 | 71'587 CHF | 73'877 CHF | 100.00% | 100.00% |
10.05.2024 | 3.12% | 0.31 CHF | 0.32 CHF | 230'000 | 230'000 | 229'053 | 229'053 | 72'290 CHF | 74'581 CHF | 100.00% | 100.00% |
08.05.2024 | 3.47% | 0.28 CHF | 0.29 CHF | 220'000 | 220'000 | 219'777 | 219'777 | 62'244 CHF | 64'442 CHF | 99.08% | 99.08% |
07.05.2024 | 3.81% | 0.28 CHF | 0.29 CHF | 220'000 | 220'000 | 228'249 | 228'249 | 58'885 CHF | 61'170 CHF | 99.94% | 99.94% |
06.05.2024 | 4.32% | 0.24 CHF | 0.25 CHF | 230'000 | 230'000 | 229'052 | 229'052 | 52'003 CHF | 54'294 CHF | 100.00% | 100.00% |
03.05.2024 | 4.80% | 0.18 CHF | 0.19 CHF | 230'000 | 230'000 | 229'051 | 229'051 | 46'741 CHF | 49'031 CHF | 99.99% | 99.99% |