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 | 1.52% | 0.76 CHF | 0.77 CHF | 330'000 | 330'000 | 147'188 | 147'188 | 100'107 CHF | 101'584 CHF | 99.99% | 99.99% |
15.05.2024 | 1.89% | 0.60 CHF | 0.61 CHF | 350'000 | 350'000 | 153'049 | 153'049 | 84'679 CHF | 86'215 CHF | 100.00% | 100.00% |
14.05.2024 | 2.15% | 0.50 CHF | 0.51 CHF | 360'000 | 360'000 | 159'312 | 159'312 | 75'510 CHF | 77'107 CHF | 100.00% | 100.00% |
13.05.2024 | 2.02% | 0.52 CHF | 0.53 CHF | 360'000 | 360'000 | 156'719 | 156'719 | 78'799 CHF | 80'369 CHF | 100.00% | 100.00% |
10.05.2024 | 1.92% | 0.49 CHF | 0.50 CHF | 365'000 | 365'000 | 156'135 | 156'135 | 82'128 CHF | 83'692 CHF | 100.00% | 100.00% |
08.05.2024 | 1.89% | 0.52 CHF | 0.53 CHF | 360'000 | 360'000 | 153'348 | 153'348 | 82'475 CHF | 84'011 CHF | 98.98% | 98.98% |
07.05.2024 | 1.81% | 0.59 CHF | 0.60 CHF | 350'000 | 350'000 | 152'867 | 152'867 | 86'220 CHF | 87'752 CHF | 99.67% | 99.67% |
06.05.2024 | 1.89% | 0.56 CHF | 0.57 CHF | 355'000 | 355'000 | 152'969 | 152'969 | 82'781 CHF | 84'314 CHF | 100.00% | 100.00% |
03.05.2024 | 2.46% | 0.42 CHF | 0.43 CHF | 375'000 | 375'000 | 163'077 | 163'077 | 68'336 CHF | 69'970 CHF | 99.94% | 99.94% |
02.05.2024 | 2.64% | 0.37 CHF | 0.38 CHF | 380'000 | 380'000 | 162'359 | 162'359 | 60'347 CHF | 61'973 CHF | 100.00% | 100.00% |