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 | 1.21% | 0.84 CHF | 0.85 CHF | 270'000 | 270'000 | 93'201 | 93'201 | 78'757 CHF | 79'692 CHF | 100.00% | 100.00% |
15.05.2024 | 1.21% | 0.85 CHF | 0.86 CHF | 270'000 | 270'000 | 93'260 | 93'260 | 79'791 CHF | 80'726 CHF | 99.99% | 99.99% |
14.05.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 270'000 | 270'000 | 93'629 | 93'629 | 80'857 CHF | 81'795 CHF | 100.00% | 100.00% |
13.05.2024 | 1.26% | 0.81 CHF | 0.82 CHF | 270'000 | 270'000 | 93'710 | 93'710 | 75'315 CHF | 76'253 CHF | 100.00% | 100.00% |
10.05.2024 | 1.21% | 0.79 CHF | 0.80 CHF | 270'000 | 270'000 | 92'441 | 92'441 | 78'340 CHF | 79'265 CHF | 100.00% | 100.00% |
08.05.2024 | 1.33% | 0.86 CHF | 0.87 CHF | 270'000 | 270'000 | 91'106 | 91'106 | 73'303 CHF | 74'215 CHF | 98.98% | 98.98% |
07.05.2024 | 1.49% | 0.75 CHF | 0.76 CHF | 270'000 | 270'000 | 96'756 | 96'756 | 66'818 CHF | 67'788 CHF | 99.67% | 99.67% |
06.05.2024 | 1.85% | 0.63 CHF | 0.64 CHF | 280'000 | 280'000 | 98'525 | 98'525 | 56'588 CHF | 57'575 CHF | 100.00% | 100.00% |
03.05.2024 | 2.39% | 0.48 CHF | 0.49 CHF | 290'000 | 290'000 | 99'832 | 99'832 | 45'255 CHF | 46'255 CHF | 100.00% | 100.00% |
02.05.2024 | 2.98% | 0.39 CHF | 0.40 CHF | 290'000 | 290'000 | 101'697 | 101'697 | 35'926 CHF | 36'944 CHF | 100.00% | 100.00% |