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 | 1.21% | 0.85 CHF | 0.86 CHF | 400'000 | 400'000 | 217'721 | 217'721 | 185'490 CHF | 187'682 CHF | 100.00% | 100.00% |
15.05.2024 | 1.28% | 0.85 CHF | 0.86 CHF | 400'000 | 400'000 | 226'128 | 226'128 | 183'990 CHF | 186'268 CHF | 100.00% | 100.00% |
14.05.2024 | 1.29% | 0.80 CHF | 0.81 CHF | 420'000 | 420'000 | 229'456 | 229'456 | 181'807 CHF | 184'112 CHF | 99.90% | 99.90% |
13.05.2024 | 1.36% | 0.77 CHF | 0.78 CHF | 420'000 | 420'000 | 230'694 | 230'694 | 174'771 CHF | 177'087 CHF | 100.00% | 100.00% |
10.05.2024 | 1.37% | 0.71 CHF | 0.72 CHF | 430'000 | 430'000 | 233'271 | 233'271 | 173'103 CHF | 175'446 CHF | 100.00% | 100.00% |
08.05.2024 | 1.44% | 0.70 CHF | 0.71 CHF | 440'000 | 440'000 | 240'164 | 240'164 | 170'434 CHF | 172'846 CHF | 98.65% | 98.65% |
07.05.2024 | 1.41% | 0.71 CHF | 0.72 CHF | 440'000 | 440'000 | 243'290 | 243'290 | 176'585 CHF | 179'028 CHF | 98.38% | 98.38% |
06.05.2024 | 1.46% | 0.70 CHF | 0.71 CHF | 440'000 | 440'000 | 242'172 | 242'172 | 170'349 CHF | 172'780 CHF | 99.83% | 99.83% |
03.05.2024 | 1.40% | 0.75 CHF | 0.76 CHF | 490'000 | 490'000 | 180'582 | 180'582 | 134'856 CHF | 136'683 CHF | 99.22% | 99.22% |
02.05.2024 | 1.92% | 0.54 CHF | 0.55 CHF | 540'000 | 540'000 | 299'453 | 299'453 | 160'159 CHF | 163'166 CHF | 100.00% | 100.00% |