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 | 1.45% | 0.69 CHF | 0.70 CHF | 540'000 | 540'000 | 238'866 | 238'866 | 168'236 CHF | 170'643 CHF | 96.88% | 96.88% |
15.05.2024 | 1.51% | 0.69 CHF | 0.70 CHF | 540'000 | 540'000 | 242'419 | 242'419 | 166'180 CHF | 168'619 CHF | 99.99% | 99.99% |
14.05.2024 | 1.54% | 0.68 CHF | 0.69 CHF | 550'000 | 550'000 | 253'572 | 253'572 | 168'551 CHF | 171'100 CHF | 97.75% | 97.75% |
13.05.2024 | 1.48% | 0.66 CHF | 0.67 CHF | 560'000 | 560'000 | 245'038 | 245'038 | 167'200 CHF | 169'661 CHF | 99.79% | 99.79% |
10.05.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 540'000 | 540'000 | 242'287 | 242'287 | 170'101 CHF | 172'534 CHF | 100.00% | 100.00% |
08.05.2024 | 1.51% | 0.70 CHF | 0.71 CHF | 550'000 | 550'000 | 244'592 | 244'592 | 167'290 CHF | 169'749 CHF | 98.95% | 98.95% |
07.05.2024 | 1.56% | 0.67 CHF | 0.68 CHF | 570'000 | 570'000 | 256'110 | 256'110 | 169'067 CHF | 171'643 CHF | 99.85% | 99.85% |
06.05.2024 | 1.65% | 0.64 CHF | 0.65 CHF | 590'000 | 590'000 | 262'405 | 262'405 | 164'053 CHF | 166'696 CHF | 99.70% | 99.70% |
03.05.2024 | 1.75% | 0.61 CHF | 0.62 CHF | 630'000 | 630'000 | 276'547 | 276'547 | 163'961 CHF | 166'739 CHF | 99.82% | 99.82% |
02.05.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 630'000 | 630'000 | 279'915 | 279'915 | 161'120 CHF | 163'930 CHF | 99.76% | 99.76% |