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 | 1.64% | 0.65 CHF | 0.66 CHF | 315'000 | 315'000 | 174'988 | 174'988 | 109'208 CHF | 110'964 CHF | 100.00% | 100.00% |
15.05.2024 | 1.74% | 0.60 CHF | 0.61 CHF | 320'000 | 320'000 | 176'035 | 176'035 | 103'510 CHF | 105'277 CHF | 100.00% | 100.00% |
14.05.2024 | 1.82% | 0.57 CHF | 0.58 CHF | 320'000 | 320'000 | 178'441 | 178'441 | 99'661 CHF | 101'449 CHF | 100.00% | 100.00% |
13.05.2024 | 2.03% | 0.51 CHF | 0.52 CHF | 330'000 | 330'000 | 177'924 | 177'924 | 88'163 CHF | 89'945 CHF | 99.98% | 99.98% |
10.05.2024 | 1.81% | 0.54 CHF | 0.55 CHF | 325'000 | 325'000 | 178'481 | 178'481 | 98'882 CHF | 100'671 CHF | 100.00% | 100.00% |
08.05.2024 | 1.74% | 0.58 CHF | 0.59 CHF | 320'000 | 320'000 | 175'191 | 175'191 | 101'933 CHF | 103'688 CHF | 99.13% | 99.13% |
07.05.2024 | 1.83% | 0.60 CHF | 0.61 CHF | 320'000 | 320'000 | 178'055 | 178'055 | 100'107 CHF | 101'893 CHF | 99.85% | 99.85% |
06.05.2024 | 1.91% | 0.53 CHF | 0.54 CHF | 325'000 | 325'000 | 180'209 | 180'209 | 95'057 CHF | 96'862 CHF | 100.00% | 100.00% |
03.05.2024 | 1.93% | 0.48 CHF | 0.49 CHF | 330'000 | 330'000 | 180'797 | 180'797 | 93'490 CHF | 95'302 CHF | 99.98% | 99.98% |
02.05.2024 | 2.03% | 0.50 CHF | 0.51 CHF | 330'000 | 330'000 | 179'221 | 179'221 | 89'274 CHF | 91'070 CHF | 100.00% | 100.00% |