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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 1.28% | 0.87 CHF | 0.88 CHF | 460'000 | 460'000 | 232'727 | 232'727 | 187'383 CHF | 189'716 CHF | 100.00% | 100.00% |
23.05.2024 | 1.14% | 0.82 CHF | 0.83 CHF | 465'000 | 465'000 | 227'344 | 227'344 | 199'945 CHF | 202'229 CHF | 100.00% | 100.00% |
22.05.2024 | 1.07% | 0.90 CHF | 0.91 CHF | 455'000 | 455'000 | 223'730 | 223'730 | 210'086 CHF | 212'328 CHF | 100.00% | 100.00% |
21.05.2024 | 1.29% | 0.87 CHF | 0.88 CHF | 460'000 | 460'000 | 234'113 | 234'113 | 189'342 CHF | 191'689 CHF | 99.52% | 99.52% |
17.05.2024 | 1.28% | 0.85 CHF | 0.86 CHF | 465'000 | 465'000 | 234'995 | 234'995 | 187'008 CHF | 189'362 CHF | 100.00% | 100.00% |
16.05.2024 | 1.31% | 0.80 CHF | 0.81 CHF | 470'000 | 470'000 | 236'966 | 236'966 | 183'858 CHF | 186'237 CHF | 100.00% | 100.00% |
15.05.2024 | 1.22% | 0.78 CHF | 0.79 CHF | 475'000 | 475'000 | 232'619 | 232'619 | 191'813 CHF | 194'155 CHF | 100.00% | 100.00% |
14.05.2024 | 1.33% | 0.87 CHF | 0.88 CHF | 460'000 | 460'000 | 236'535 | 236'535 | 184'485 CHF | 186'856 CHF | 100.00% | 100.00% |
13.05.2024 | 1.43% | 0.76 CHF | 0.77 CHF | 475'000 | 475'000 | 241'329 | 241'329 | 174'846 CHF | 177'265 CHF | 100.00% | 100.00% |
10.05.2024 | 1.35% | 0.68 CHF | 0.69 CHF | 490'000 | 490'000 | 235'810 | 235'810 | 174'514 CHF | 176'877 CHF | 100.00% | 100.00% |