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 | 2.48% | 0.36 CHF | 0.37 CHF | 360'000 | 360'000 | 351'654 | 351'654 | 140'524 CHF | 144'043 CHF | 100.00% | 100.00% |
15.05.2024 | 2.37% | 0.44 CHF | 0.45 CHF | 350'000 | 350'000 | 348'470 | 348'470 | 145'886 CHF | 149'378 CHF | 100.00% | 100.00% |
14.05.2024 | 2.07% | 0.43 CHF | 0.44 CHF | 350'000 | 350'000 | 342'640 | 342'640 | 164'909 CHF | 168'337 CHF | 99.97% | 99.97% |
13.05.2024 | - | 0.46 CHF | - CHF | 350'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.86% |
10.05.2024 | 2.35% | 0.41 CHF | 0.42 CHF | 350'000 | 350'000 | 348'558 | 348'558 | 146'386 CHF | 149'872 CHF | 100.00% | 100.00% |
08.05.2024 | 2.73% | 0.36 CHF | 0.37 CHF | 360'000 | 360'000 | 358'423 | 358'423 | 129'553 CHF | 133'138 CHF | 98.93% | 98.93% |
07.05.2024 | 2.87% | 0.38 CHF | 0.39 CHF | 360'000 | 360'000 | 358'240 | 358'240 | 123'537 CHF | 127'122 CHF | 99.88% | 99.88% |
06.05.2024 | 2.99% | 0.32 CHF | 0.33 CHF | 370'000 | 370'000 | 362'295 | 362'295 | 119'597 CHF | 123'220 CHF | 100.00% | 100.00% |
03.05.2024 | 3.05% | 0.32 CHF | 0.33 CHF | 370'000 | 370'000 | 364'923 | 364'923 | 118'045 CHF | 121'694 CHF | 99.97% | 99.97% |
02.05.2024 | 2.69% | 0.34 CHF | 0.35 CHF | 360'000 | 360'000 | 358'494 | 358'494 | 131'538 CHF | 135'123 CHF | 98.56% | 98.56% |