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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.05.2024 | 1.57% | 0.64 CHF | 0.65 CHF | 233'000 | 233'000 | 183'274 | 183'274 | 115'638 CHF | 117'472 CHF | 98.69% | 98.69% |
24.05.2024 | 1.67% | 0.68 CHF | 0.69 CHF | 460'000 | 460'000 | 232'704 | 232'704 | 144'010 CHF | 146'342 CHF | 99.99% | 99.99% |
23.05.2024 | 1.44% | 0.64 CHF | 0.65 CHF | 465'000 | 465'000 | 227'209 | 227'209 | 157'628 CHF | 159'911 CHF | 100.00% | 100.00% |
22.05.2024 | 1.33% | 0.72 CHF | 0.73 CHF | 455'000 | 455'000 | 223'729 | 223'729 | 168'473 CHF | 170'715 CHF | 100.00% | 100.00% |
21.05.2024 | 1.68% | 0.68 CHF | 0.69 CHF | 460'000 | 460'000 | 234'091 | 234'091 | 146'202 CHF | 148'549 CHF | 99.53% | 99.53% |
17.05.2024 | 1.67% | 0.66 CHF | 0.67 CHF | 465'000 | 465'000 | 234'975 | 234'975 | 143'390 CHF | 145'745 CHF | 100.00% | 100.00% |
16.05.2024 | 1.70% | 0.62 CHF | 0.63 CHF | 470'000 | 470'000 | 236'956 | 236'956 | 140'491 CHF | 142'870 CHF | 100.00% | 100.00% |
15.05.2024 | 1.55% | 0.60 CHF | 0.61 CHF | 475'000 | 475'000 | 232'652 | 232'652 | 149'186 CHF | 151'527 CHF | 100.00% | 100.00% |
14.05.2024 | 1.75% | 0.69 CHF | 0.70 CHF | 460'000 | 460'000 | 236'518 | 236'518 | 140'952 CHF | 143'323 CHF | 99.99% | 99.99% |
13.05.2024 | 1.93% | 0.58 CHF | 0.59 CHF | 475'000 | 475'000 | 241'324 | 241'324 | 130'309 CHF | 132'727 CHF | 100.00% | 100.00% |