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 | 1.85% | 0.54 CHF | 0.55 CHF | 265'000 | 265'000 | 260'484 | 260'484 | 139'474 CHF | 142'080 CHF | 100.00% | 100.00% |
15.05.2024 | 1.88% | 0.54 CHF | 0.55 CHF | 245'000 | 245'000 | 244'003 | 244'003 | 129'522 CHF | 131'968 CHF | 100.00% | 100.00% |
14.05.2024 | 1.92% | 0.52 CHF | 0.53 CHF | 245'000 | 245'000 | 243'955 | 243'955 | 125'798 CHF | 128'238 CHF | 100.00% | 100.00% |
13.05.2024 | 1.81% | 0.53 CHF | 0.54 CHF | 245'000 | 245'000 | 248'927 | 248'927 | 136'055 CHF | 138'544 CHF | 100.00% | 100.00% |
10.05.2024 | 1.75% | 0.57 CHF | 0.58 CHF | 250'000 | 250'000 | 250'893 | 250'893 | 142'507 CHF | 145'016 CHF | 100.00% | 100.00% |
08.05.2024 | 1.70% | 0.57 CHF | 0.58 CHF | 255'000 | 255'000 | 253'864 | 253'864 | 147'966 CHF | 150'505 CHF | 98.84% | 98.84% |
07.05.2024 | 1.86% | 0.52 CHF | 0.53 CHF | 245'000 | 245'000 | 247'723 | 247'723 | 132'390 CHF | 134'869 CHF | 97.92% | 97.92% |
06.05.2024 | 1.88% | 0.53 CHF | 0.54 CHF | 250'000 | 250'000 | 247'765 | 247'765 | 130'916 CHF | 133'394 CHF | 100.00% | 100.00% |
03.05.2024 | 1.82% | 0.55 CHF | 0.56 CHF | 250'000 | 250'000 | 248'969 | 248'969 | 135'845 CHF | 138'335 CHF | 99.99% | 99.99% |
02.05.2024 | 1.80% | 0.55 CHF | 0.56 CHF | 250'000 | 250'000 | 248'969 | 248'969 | 136'827 CHF | 139'317 CHF | 100.00% | 100.00% |