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 | 1.59% | 0.67 CHF | 0.68 CHF | 490'000 | 490'000 | 245'581 | 245'581 | 158'498 CHF | 160'972 CHF | 100.00% | 100.00% |
15.05.2024 | 1.46% | 0.65 CHF | 0.66 CHF | 500'000 | 500'000 | 244'083 | 244'083 | 169'218 CHF | 171'679 CHF | 100.00% | 100.00% |
14.05.2024 | 1.61% | 0.74 CHF | 0.75 CHF | 490'000 | 490'000 | 254'350 | 254'350 | 165'387 CHF | 167'942 CHF | 100.00% | 100.00% |
13.05.2024 | 1.76% | 0.64 CHF | 0.65 CHF | 520'000 | 520'000 | 260'455 | 260'455 | 155'957 CHF | 158'573 CHF | 99.86% | 99.86% |
10.05.2024 | 1.63% | 0.56 CHF | 0.57 CHF | 530'000 | 530'000 | 251'865 | 251'865 | 154'985 CHF | 157'513 CHF | 98.39% | 98.39% |
08.05.2024 | 1.52% | 0.67 CHF | 0.68 CHF | 500'000 | 500'000 | 245'793 | 245'793 | 163'752 CHF | 166'223 CHF | 95.48% | 95.48% |
07.05.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 480'000 | 480'000 | 230'739 | 230'739 | 180'339 CHF | 182'654 CHF | 94.20% | 94.20% |
06.05.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 480'000 | 480'000 | 238'410 | 238'410 | 197'261 CHF | 199'655 CHF | 97.30% | 97.30% |
03.05.2024 | 1.32% | 0.74 CHF | 0.75 CHF | 500'000 | 500'000 | 236'383 | 236'383 | 184'109 CHF | 186'483 CHF | 97.01% | 97.01% |
02.05.2024 | 1.25% | 0.77 CHF | 0.78 CHF | 490'000 | 490'000 | 234'963 | 234'963 | 187'970 CHF | 190'329 CHF | 95.70% | 95.70% |