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 | 1.40% | 0.71 CHF | 0.72 CHF | 320'000 | 320'000 | 319'637 | 319'637 | 226'931 CHF | 230'130 CHF | 100.00% | 100.00% |
15.05.2024 | 1.25% | 0.79 CHF | 0.80 CHF | 330'000 | 330'000 | 329'236 | 329'236 | 263'295 CHF | 266'595 CHF | 99.98% | 99.98% |
14.05.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 330'000 | 330'000 | 338'038 | 338'038 | 282'702 CHF | 286'083 CHF | 100.00% | 100.00% |
13.05.2024 | 1.24% | 0.79 CHF | 0.80 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 264'701 CHF | 268'001 CHF | 99.88% | 99.88% |
10.05.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 267'447 CHF | 270'747 CHF | 100.00% | 100.00% |
08.05.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 340'000 | 340'000 | 340'000 | 340'000 | 288'512 CHF | 291'912 CHF | 98.62% | 98.62% |
07.05.2024 | 1.15% | 0.85 CHF | 0.86 CHF | 340'000 | 340'000 | 339'854 | 339'854 | 294'755 CHF | 298'155 CHF | 99.76% | 99.76% |
06.05.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 340'000 | 340'000 | 340'583 | 340'583 | 301'149 CHF | 304'555 CHF | 100.00% | 100.00% |
03.05.2024 | 1.09% | 0.90 CHF | 0.91 CHF | 350'000 | 350'000 | 348'981 | 348'981 | 318'413 CHF | 321'903 CHF | 99.77% | 99.77% |
02.05.2024 | 1.12% | 0.93 CHF | 0.94 CHF | 350'000 | 350'000 | 342'900 | 342'900 | 303'671 CHF | 307'100 CHF | 98.58% | 98.58% |