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 | 1.95% | 0.49 CHF | 0.50 CHF | 162'000 | 162'000 | 161'857 | 161'857 | 82'358 CHF | 83'978 CHF | 100.00% | 100.00% |
15.05.2024 | 1.84% | 0.55 CHF | 0.56 CHF | 160'000 | 160'000 | 159'814 | 159'814 | 86'297 CHF | 87'899 CHF | 100.00% | 100.00% |
14.05.2024 | 1.88% | 0.55 CHF | 0.56 CHF | 160'000 | 160'000 | 161'240 | 161'240 | 84'872 CHF | 86'484 CHF | 100.00% | 100.00% |
13.05.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 162'000 | 162'000 | 162'000 | 162'000 | 82'238 CHF | 83'858 CHF | 99.83% | 99.83% |
10.05.2024 | 2.14% | 0.49 CHF | 0.50 CHF | 162'000 | 162'000 | 163'777 | 163'777 | 75'791 CHF | 77'429 CHF | 100.00% | 100.00% |
08.05.2024 | 2.47% | 0.40 CHF | 0.41 CHF | 166'000 | 166'000 | 166'000 | 166'000 | 66'388 CHF | 68'048 CHF | 98.93% | 98.93% |
07.05.2024 | 2.96% | 0.36 CHF | 0.37 CHF | 168'000 | 168'000 | 168'191 | 168'191 | 56'250 CHF | 57'933 CHF | 99.88% | 99.88% |
06.05.2024 | 3.30% | 0.28 CHF | 0.29 CHF | 170'000 | 170'000 | 169'790 | 169'790 | 50'693 CHF | 52'391 CHF | 100.00% | 100.00% |
03.05.2024 | 3.27% | 0.27 CHF | 0.28 CHF | 170'000 | 170'000 | 169'926 | 169'926 | 51'277 CHF | 52'976 CHF | 99.98% | 99.98% |
02.05.2024 | 3.02% | 0.32 CHF | 0.33 CHF | 168'000 | 168'000 | 168'499 | 168'499 | 55'062 CHF | 56'747 CHF | 98.53% | 98.53% |