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 | 1.57% | 0.64 CHF | 0.65 CHF | 265'000 | 265'000 | 260'482 | 260'482 | 164'893 CHF | 167'500 CHF | 100.00% | 100.00% |
15.05.2024 | 1.59% | 0.64 CHF | 0.65 CHF | 245'000 | 245'000 | 244'016 | 244'016 | 153'455 CHF | 155'901 CHF | 100.00% | 100.00% |
14.05.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 245'000 | 245'000 | 243'925 | 243'925 | 149'641 CHF | 152'081 CHF | 100.00% | 100.00% |
13.05.2024 | 1.54% | 0.63 CHF | 0.64 CHF | 245'000 | 245'000 | 248'927 | 248'927 | 160'635 CHF | 163'124 CHF | 100.00% | 100.00% |
10.05.2024 | 1.49% | 0.66 CHF | 0.67 CHF | 250'000 | 250'000 | 250'893 | 250'893 | 167'101 CHF | 169'610 CHF | 100.00% | 100.00% |
08.05.2024 | 1.46% | 0.67 CHF | 0.68 CHF | 255'000 | 255'000 | 253'869 | 253'869 | 172'863 CHF | 175'403 CHF | 98.84% | 98.84% |
07.05.2024 | 1.57% | 0.62 CHF | 0.63 CHF | 245'000 | 245'000 | 247'711 | 247'711 | 156'331 CHF | 158'811 CHF | 97.92% | 97.92% |
06.05.2024 | 1.58% | 0.63 CHF | 0.64 CHF | 250'000 | 250'000 | 247'765 | 247'765 | 155'440 CHF | 157'917 CHF | 100.00% | 100.00% |
03.05.2024 | 1.54% | 0.64 CHF | 0.65 CHF | 250'000 | 250'000 | 248'969 | 248'969 | 160'252 CHF | 162'741 CHF | 100.00% | 100.00% |
02.05.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 250'000 | 250'000 | 248'969 | 248'969 | 161'516 CHF | 164'006 CHF | 100.00% | 100.00% |