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 | 1.50% | 0.70 CHF | 0.71 CHF | 470'000 | 470'000 | 236'955 | 236'955 | 159'448 CHF | 161'827 CHF | 100.00% | 100.00% |
15.05.2024 | 1.38% | 0.68 CHF | 0.69 CHF | 475'000 | 475'000 | 232'636 | 232'636 | 167'844 CHF | 170'185 CHF | 100.00% | 100.00% |
14.05.2024 | 1.54% | 0.77 CHF | 0.78 CHF | 460'000 | 460'000 | 236'535 | 236'535 | 159'976 CHF | 162'347 CHF | 99.99% | 99.99% |
13.05.2024 | 1.68% | 0.66 CHF | 0.67 CHF | 475'000 | 475'000 | 241'322 | 241'322 | 149'687 CHF | 152'105 CHF | 100.00% | 100.00% |
10.05.2024 | 1.56% | 0.58 CHF | 0.59 CHF | 490'000 | 490'000 | 235'876 | 235'876 | 150'324 CHF | 152'688 CHF | 100.00% | 100.00% |
08.05.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 475'000 | 475'000 | 233'785 | 233'785 | 160'238 CHF | 162'581 CHF | 95.78% | 95.78% |
07.05.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 460'000 | 460'000 | 225'327 | 225'327 | 181'952 CHF | 184'212 CHF | 97.61% | 97.61% |
06.05.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 455'000 | 455'000 | 226'834 | 226'834 | 194'225 CHF | 196'497 CHF | 98.41% | 98.41% |
03.05.2024 | 1.27% | 0.77 CHF | 0.78 CHF | 465'000 | 465'000 | 225'678 | 225'678 | 181'428 CHF | 183'690 CHF | 99.94% | 99.94% |
02.05.2024 | 1.21% | 0.79 CHF | 0.80 CHF | 455'000 | 455'000 | 224'465 | 224'465 | 184'393 CHF | 186'642 CHF | 100.00% | 100.00% |