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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 1.55% | 0.73 CHF | 0.74 CHF | 480'000 | 480'000 | 243'423 | 243'423 | 163'136 CHF | 165'581 CHF | 99.99% | 99.99% |
23.05.2024 | 1.35% | 0.69 CHF | 0.70 CHF | 480'000 | 480'000 | 232'507 | 232'507 | 172'629 CHF | 174'964 CHF | 100.00% | 100.00% |
22.05.2024 | 1.27% | 0.77 CHF | 0.78 CHF | 470'000 | 470'000 | 228'101 | 228'101 | 183'020 CHF | 185'311 CHF | 100.00% | 100.00% |
21.05.2024 | 1.56% | 0.73 CHF | 0.74 CHF | 480'000 | 480'000 | 241'957 | 241'957 | 163'458 CHF | 165'891 CHF | 99.73% | 99.73% |
17.05.2024 | 1.55% | 0.71 CHF | 0.72 CHF | 490'000 | 490'000 | 245'219 | 245'219 | 162'519 CHF | 164'982 CHF | 100.00% | 100.00% |
16.05.2024 | 1.59% | 0.67 CHF | 0.68 CHF | 490'000 | 490'000 | 245'581 | 245'581 | 158'498 CHF | 160'972 CHF | 100.00% | 100.00% |
15.05.2024 | 1.46% | 0.65 CHF | 0.66 CHF | 500'000 | 500'000 | 244'083 | 244'083 | 169'218 CHF | 171'679 CHF | 100.00% | 100.00% |
14.05.2024 | 1.61% | 0.74 CHF | 0.75 CHF | 490'000 | 490'000 | 254'350 | 254'350 | 165'387 CHF | 167'942 CHF | 100.00% | 100.00% |
13.05.2024 | 1.76% | 0.64 CHF | 0.65 CHF | 520'000 | 520'000 | 260'455 | 260'455 | 155'957 CHF | 158'573 CHF | 99.86% | 99.86% |
10.05.2024 | 1.63% | 0.56 CHF | 0.57 CHF | 530'000 | 530'000 | 251'865 | 251'865 | 154'985 CHF | 157'513 CHF | 98.39% | 98.39% |