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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 1.65% | 0.56 CHF | 0.57 CHF | 425'000 | 425'000 | 403'252 | 403'252 | 241'969 CHF | 246'002 CHF | 100.00% | 100.00% |
23.05.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 425'000 | 425'000 | 424'627 | 424'627 | 241'848 CHF | 246'095 CHF | 100.00% | 100.00% |
22.05.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 236'799 CHF | 240'799 CHF | 100.00% | 100.00% |
21.05.2024 | 1.65% | 0.60 CHF | 0.61 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 241'025 CHF | 245'025 CHF | 100.00% | 100.00% |
17.05.2024 | 1.58% | 0.63 CHF | 0.64 CHF | 375'000 | 375'000 | 385'251 | 385'251 | 241'993 CHF | 245'846 CHF | 100.00% | 100.00% |
16.05.2024 | 1.64% | 0.60 CHF | 0.61 CHF | 400'000 | 400'000 | 399'682 | 399'682 | 241'505 CHF | 245'502 CHF | 100.00% | 100.00% |
15.05.2024 | 1.47% | 0.64 CHF | 0.65 CHF | 375'000 | 375'000 | 358'460 | 358'460 | 242'799 CHF | 246'384 CHF | 100.00% | 100.00% |
14.05.2024 | 1.38% | 0.70 CHF | 0.71 CHF | 350'000 | 350'000 | 349'725 | 349'725 | 251'638 CHF | 255'136 CHF | 91.16% | 91.16% |
13.05.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 250'079 CHF | 253'579 CHF | 100.00% | 100.00% |
10.05.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 350'000 | 350'000 | 347'559 | 347'556 | 253'007 CHF | 256'480 CHF | 100.00% | 100.00% |