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 | 1.26% | 0.80 CHF | 0.81 CHF | 500'000 | 500'000 | 246'798 | 246'798 | 202'238 CHF | 204'725 CHF | 100.00% | 100.00% |
15.05.2024 | 1.37% | 0.82 CHF | 0.83 CHF | 510'000 | 510'000 | 247'490 | 247'490 | 192'110 CHF | 194'606 CHF | 100.00% | 100.00% |
14.05.2024 | 1.23% | 0.74 CHF | 0.75 CHF | 480'000 | 480'000 | 244'497 | 244'497 | 200'890 CHF | 203'346 CHF | 99.99% | 99.99% |
13.05.2024 | 1.16% | 0.84 CHF | 0.85 CHF | 490'000 | 490'000 | 252'628 | 252'628 | 220'633 CHF | 223'171 CHF | 99.86% | 99.86% |
10.05.2024 | 1.21% | 0.92 CHF | 0.93 CHF | 520'000 | 520'000 | 236'892 | 236'892 | 203'332 CHF | 205'712 CHF | 98.66% | 98.66% |
08.05.2024 | 1.28% | 0.82 CHF | 0.83 CHF | 530'000 | 530'000 | 256'486 | 256'486 | 209'741 CHF | 212'325 CHF | 94.79% | 94.79% |
07.05.2024 | 1.46% | 0.72 CHF | 0.73 CHF | 550'000 | 550'000 | 269'190 | 269'190 | 191'540 CHF | 194'244 CHF | 95.72% | 95.72% |
06.05.2024 | 1.50% | 0.69 CHF | 0.70 CHF | 530'000 | 530'000 | 263'009 | 263'009 | 176'544 CHF | 179'183 CHF | 97.54% | 97.54% |
03.05.2024 | 1.41% | 0.75 CHF | 0.76 CHF | 540'000 | 540'000 | 258'305 | 258'305 | 186'589 CHF | 189'182 CHF | 98.03% | 98.03% |
02.05.2024 | 1.45% | 0.75 CHF | 0.76 CHF | 540'000 | 540'000 | 259'904 | 259'904 | 187'934 CHF | 190'544 CHF | 97.30% | 97.30% |