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 | 1.31% | 0.77 CHF | 0.78 CHF | 240'000 | 240'000 | 107'173 | 107'173 | 83'053 CHF | 84'129 CHF | 100.00% | 100.00% |
15.05.2024 | 1.34% | 0.77 CHF | 0.78 CHF | 240'000 | 240'000 | 106'654 | 106'654 | 81'604 CHF | 82'674 CHF | 100.00% | 100.00% |
14.05.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 235'000 | 235'000 | 105'382 | 105'382 | 79'725 CHF | 80'781 CHF | 100.00% | 100.00% |
13.05.2024 | 1.29% | 0.78 CHF | 0.79 CHF | 240'000 | 240'000 | 107'424 | 107'424 | 84'118 CHF | 85'195 CHF | 100.00% | 100.00% |
10.05.2024 | 1.35% | 0.78 CHF | 0.79 CHF | 240'000 | 240'000 | 106'341 | 106'341 | 80'886 CHF | 81'951 CHF | 100.00% | 100.00% |
08.05.2024 | 1.35% | 0.76 CHF | 0.77 CHF | 235'000 | 235'000 | 104'390 | 104'390 | 78'627 CHF | 79'673 CHF | 98.39% | 98.39% |
07.05.2024 | 1.36% | 0.75 CHF | 0.76 CHF | 235'000 | 235'000 | 105'350 | 105'350 | 78'335 CHF | 79'391 CHF | 98.78% | 98.78% |
06.05.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 240'000 | 240'000 | 107'785 | 107'785 | 82'072 CHF | 83'152 CHF | 99.10% | 99.10% |
03.05.2024 | 1.32% | 0.78 CHF | 0.79 CHF | 240'000 | 240'000 | 106'998 | 106'998 | 81'897 CHF | 82'969 CHF | 100.00% | 100.00% |
02.05.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 240'000 | 240'000 | 107'344 | 107'344 | 85'206 CHF | 86'281 CHF | 99.99% | 99.99% |