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 | 1.08% | 0.92 CHF | 0.93 CHF | 470'000 | 470'000 | 236'958 | 236'958 | 224'660 CHF | 227'039 CHF | 100.00% | 100.00% |
15.05.2024 | 1.16% | 0.95 CHF | 0.96 CHF | 475'000 | 475'000 | 232'677 | 232'677 | 210'127 CHF | 212'469 CHF | 100.00% | 100.00% |
14.05.2024 | 1.05% | 0.86 CHF | 0.87 CHF | 460'000 | 460'000 | 236'538 | 236'538 | 225'224 CHF | 227'595 CHF | 100.00% | 100.00% |
13.05.2024 | 1.00% | 0.97 CHF | 0.98 CHF | 475'000 | 475'000 | 241'318 | 241'318 | 242'608 CHF | 245'027 CHF | 100.00% | 100.00% |
10.05.2024 | 1.04% | 1.05 CHF | 1.06 CHF | 490'000 | 490'000 | 235'803 | 235'803 | 233'871 CHF | 236'234 CHF | 100.00% | 100.00% |
08.05.2024 | 1.09% | 0.95 CHF | 0.96 CHF | 475'000 | 475'000 | 233'787 | 233'787 | 221'594 CHF | 223'937 CHF | 95.78% | 95.78% |
07.05.2024 | 1.25% | 0.84 CHF | 0.85 CHF | 460'000 | 460'000 | 225'351 | 225'351 | 185'963 CHF | 188'223 CHF | 97.61% | 97.61% |
06.05.2024 | 1.29% | 0.80 CHF | 0.81 CHF | 455'000 | 455'000 | 226'826 | 226'826 | 175'630 CHF | 177'902 CHF | 98.41% | 98.41% |
03.05.2024 | 1.22% | 0.86 CHF | 0.87 CHF | 465'000 | 465'000 | 225'738 | 225'738 | 186'928 CHF | 189'190 CHF | 99.97% | 99.97% |
02.05.2024 | 1.26% | 0.86 CHF | 0.87 CHF | 455'000 | 455'000 | 224'469 | 224'469 | 184'832 CHF | 187'081 CHF | 100.00% | 100.00% |