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 | 1.55% | 0.66 CHF | 0.67 CHF | 430'000 | 430'000 | 236'897 | 236'897 | 157'689 CHF | 160'074 CHF | 100.00% | 100.00% |
15.05.2024 | 1.65% | 0.66 CHF | 0.67 CHF | 440'000 | 440'000 | 242'138 | 242'138 | 152'437 CHF | 154'877 CHF | 100.00% | 100.00% |
14.05.2024 | 1.68% | 0.61 CHF | 0.62 CHF | 450'000 | 450'000 | 246'778 | 246'778 | 150'713 CHF | 153'193 CHF | 99.90% | 99.90% |
13.05.2024 | 1.78% | 0.59 CHF | 0.60 CHF | 470'000 | 470'000 | 259'189 | 259'189 | 149'903 CHF | 152'505 CHF | 100.00% | 100.00% |
10.05.2024 | 1.79% | 0.54 CHF | 0.55 CHF | 470'000 | 470'000 | 259'038 | 259'038 | 146'886 CHF | 149'487 CHF | 100.00% | 100.00% |
08.05.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 490'000 | 490'000 | 268'513 | 268'513 | 144'525 CHF | 147'222 CHF | 98.65% | 98.65% |
07.05.2024 | 1.85% | 0.54 CHF | 0.55 CHF | 500'000 | 500'000 | 272'721 | 272'721 | 150'788 CHF | 153'526 CHF | 98.38% | 98.38% |
06.05.2024 | 1.92% | 0.53 CHF | 0.54 CHF | 490'000 | 490'000 | 270'621 | 270'621 | 144'528 CHF | 147'245 CHF | 99.81% | 99.81% |
03.05.2024 | 1.81% | 0.57 CHF | 0.58 CHF | 570'000 | 570'000 | 211'393 | 211'393 | 121'581 CHF | 123'719 CHF | 99.17% | 99.17% |
02.05.2024 | 2.61% | 0.40 CHF | 0.41 CHF | 650'000 | 650'000 | 353'930 | 353'930 | 138'197 CHF | 141'751 CHF | 100.00% | 100.00% |