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% | 0.57 CHF | 0.58 CHF | 315'000 | 315'000 | 174'980 | 174'980 | 94'478 CHF | 96'234 CHF | 100.00% | 100.00% |
15.05.2024 | 2.02% | 0.52 CHF | 0.53 CHF | 320'000 | 320'000 | 176'060 | 176'060 | 88'859 CHF | 90'626 CHF | 100.00% | 100.00% |
14.05.2024 | 2.14% | 0.49 CHF | 0.50 CHF | 320'000 | 320'000 | 178'432 | 178'432 | 84'654 CHF | 86'442 CHF | 100.00% | 100.00% |
13.05.2024 | 2.46% | 0.42 CHF | 0.43 CHF | 330'000 | 330'000 | 177'928 | 177'928 | 72'810 CHF | 74'593 CHF | 99.98% | 99.98% |
10.05.2024 | 2.13% | 0.46 CHF | 0.47 CHF | 325'000 | 325'000 | 178'481 | 178'481 | 83'984 CHF | 85'772 CHF | 100.00% | 100.00% |
08.05.2024 | 2.03% | 0.49 CHF | 0.50 CHF | 320'000 | 320'000 | 175'187 | 175'187 | 87'036 CHF | 88'792 CHF | 99.13% | 99.13% |
07.05.2024 | 2.16% | 0.51 CHF | 0.52 CHF | 320'000 | 320'000 | 178'054 | 178'054 | 84'941 CHF | 86'727 CHF | 99.85% | 99.85% |
06.05.2024 | 2.26% | 0.44 CHF | 0.45 CHF | 325'000 | 325'000 | 180'209 | 180'209 | 80'112 CHF | 81'917 CHF | 100.00% | 100.00% |
03.05.2024 | 2.30% | 0.40 CHF | 0.41 CHF | 330'000 | 330'000 | 180'776 | 180'776 | 78'241 CHF | 80'052 CHF | 99.97% | 99.97% |
02.05.2024 | 2.44% | 0.42 CHF | 0.43 CHF | 330'000 | 330'000 | 179'223 | 179'223 | 74'104 CHF | 75'900 CHF | 100.00% | 100.00% |