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 | 1.31% | 0.80 CHF | 0.81 CHF | 470'000 | 470'000 | 236'966 | 236'966 | 183'858 CHF | 186'237 CHF | 100.00% | 100.00% |
15.05.2024 | 1.22% | 0.78 CHF | 0.79 CHF | 475'000 | 475'000 | 232'619 | 232'619 | 191'813 CHF | 194'155 CHF | 100.00% | 100.00% |
14.05.2024 | 1.33% | 0.87 CHF | 0.88 CHF | 460'000 | 460'000 | 236'535 | 236'535 | 184'485 CHF | 186'856 CHF | 100.00% | 100.00% |
13.05.2024 | 1.43% | 0.76 CHF | 0.77 CHF | 475'000 | 475'000 | 241'329 | 241'329 | 174'846 CHF | 177'265 CHF | 100.00% | 100.00% |
10.05.2024 | 1.35% | 0.68 CHF | 0.69 CHF | 490'000 | 490'000 | 235'810 | 235'810 | 174'514 CHF | 176'877 CHF | 100.00% | 100.00% |
08.05.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 475'000 | 475'000 | 233'772 | 233'772 | 184'502 CHF | 186'845 CHF | 95.78% | 95.78% |
07.05.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 460'000 | 460'000 | 225'327 | 225'327 | 205'310 CHF | 207'570 CHF | 97.59% | 97.59% |
06.05.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 455'000 | 455'000 | 226'831 | 226'831 | 217'534 CHF | 219'806 CHF | 98.41% | 98.41% |
03.05.2024 | 1.13% | 0.87 CHF | 0.88 CHF | 465'000 | 465'000 | 225'770 | 225'770 | 204'870 CHF | 207'132 CHF | 99.98% | 99.98% |
02.05.2024 | 1.08% | 0.89 CHF | 0.90 CHF | 455'000 | 455'000 | 224'454 | 224'454 | 207'695 CHF | 209'945 CHF | 99.99% | 99.99% |