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 | 1.70% | 0.62 CHF | 0.63 CHF | 425'000 | 425'000 | 236'228 | 236'228 | 141'875 CHF | 144'246 CHF | 100.00% | 100.00% |
15.05.2024 | 1.78% | 0.58 CHF | 0.59 CHF | 446'000 | 446'000 | 245'356 | 245'356 | 140'965 CHF | 143'429 CHF | 100.00% | 100.00% |
14.05.2024 | 1.83% | 0.56 CHF | 0.57 CHF | 453'800 | 453'800 | 252'953 | 252'953 | 139'835 CHF | 142'370 CHF | 100.00% | 100.00% |
13.05.2024 | 1.99% | 0.51 CHF | 0.52 CHF | 472'300 | 472'300 | 254'748 | 254'748 | 128'957 CHF | 131'509 CHF | 99.98% | 99.98% |
10.05.2024 | 1.83% | 0.54 CHF | 0.55 CHF | 454'300 | 454'300 | 249'437 | 249'437 | 136'975 CHF | 139'475 CHF | 100.00% | 100.00% |
08.05.2024 | 1.77% | 0.57 CHF | 0.58 CHF | 435'800 | 435'800 | 238'604 | 238'604 | 135'888 CHF | 138'278 CHF | 99.13% | 99.13% |
07.05.2024 | 1.84% | 0.58 CHF | 0.59 CHF | 459'400 | 459'400 | 255'762 | 255'762 | 141'903 CHF | 144'466 CHF | 99.76% | 99.76% |
06.05.2024 | 1.91% | 0.53 CHF | 0.54 CHF | 472'800 | 472'800 | 262'081 | 262'081 | 138'876 CHF | 141'501 CHF | 100.00% | 100.00% |
03.05.2024 | 1.92% | 0.50 CHF | 0.51 CHF | 484'300 | 484'300 | 265'225 | 265'225 | 138'450 CHF | 141'108 CHF | 99.99% | 99.99% |
02.05.2024 | 1.98% | 0.51 CHF | 0.52 CHF | 509'000 | 509'000 | 276'553 | 276'553 | 141'149 CHF | 143'920 CHF | 100.00% | 100.00% |