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 | 1.43% | 0.74 CHF | 0.75 CHF | 315'000 | 315'000 | 174'988 | 174'988 | 124'825 CHF | 126'581 CHF | 100.00% | 100.00% |
15.05.2024 | 1.51% | 0.69 CHF | 0.70 CHF | 320'000 | 320'000 | 176'035 | 176'035 | 119'228 CHF | 120'995 CHF | 100.00% | 100.00% |
14.05.2024 | 1.57% | 0.66 CHF | 0.67 CHF | 320'000 | 320'000 | 178'441 | 178'441 | 115'587 CHF | 117'375 CHF | 100.00% | 100.00% |
13.05.2024 | 1.73% | 0.59 CHF | 0.60 CHF | 330'000 | 330'000 | 177'925 | 177'925 | 103'969 CHF | 105'752 CHF | 99.98% | 99.98% |
10.05.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 325'000 | 325'000 | 178'481 | 178'481 | 114'794 CHF | 116'582 CHF | 100.00% | 100.00% |
08.05.2024 | 1.51% | 0.67 CHF | 0.68 CHF | 320'000 | 320'000 | 175'190 | 175'190 | 117'436 CHF | 119'192 CHF | 99.13% | 99.13% |
07.05.2024 | 1.58% | 0.69 CHF | 0.70 CHF | 320'000 | 320'000 | 178'056 | 178'056 | 115'923 CHF | 117'709 CHF | 99.85% | 99.85% |
06.05.2024 | 1.64% | 0.61 CHF | 0.62 CHF | 325'000 | 325'000 | 180'211 | 180'211 | 111'147 CHF | 112'953 CHF | 100.00% | 100.00% |
03.05.2024 | 1.65% | 0.57 CHF | 0.58 CHF | 330'000 | 330'000 | 180'797 | 180'797 | 109'521 CHF | 111'332 CHF | 99.98% | 99.98% |
02.05.2024 | 1.72% | 0.59 CHF | 0.60 CHF | 330'000 | 330'000 | 179'220 | 179'220 | 105'337 CHF | 107'132 CHF | 100.00% | 100.00% |