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 | 1.38% | 0.85 CHF | 0.86 CHF | 220'000 | 220'000 | 96'886 | 96'886 | 73'311 CHF | 74'286 CHF | 97.56% | 97.56% |
15.05.2024 | 1.75% | 0.67 CHF | 0.68 CHF | 250'000 | 250'000 | 108'891 | 108'891 | 65'765 CHF | 66'860 CHF | 98.22% | 98.22% |
14.05.2024 | 2.01% | 0.54 CHF | 0.55 CHF | 260'000 | 260'000 | 114'802 | 114'802 | 59'012 CHF | 60'167 CHF | 98.17% | 98.17% |
13.05.2024 | 1.87% | 0.56 CHF | 0.57 CHF | 260'000 | 260'000 | 112'215 | 112'215 | 61'469 CHF | 62'596 CHF | 98.47% | 98.47% |
10.05.2024 | 1.77% | 0.54 CHF | 0.55 CHF | 260'000 | 260'000 | 112'450 | 112'450 | 64'797 CHF | 65'926 CHF | 98.39% | 98.39% |
08.05.2024 | 1.72% | 0.58 CHF | 0.59 CHF | 250'000 | 250'000 | 109'547 | 109'547 | 65'330 CHF | 66'429 CHF | 96.91% | 96.91% |
07.05.2024 | 1.64% | 0.65 CHF | 0.66 CHF | 250'000 | 250'000 | 109'651 | 109'651 | 68'618 CHF | 69'718 CHF | 95.90% | 95.90% |
06.05.2024 | 1.72% | 0.62 CHF | 0.63 CHF | 270'000 | 270'000 | 114'747 | 114'747 | 69'240 CHF | 70'392 CHF | 98.18% | 98.18% |
03.05.2024 | 2.19% | 0.48 CHF | 0.49 CHF | 300'000 | 300'000 | 129'627 | 129'627 | 61'028 CHF | 62'328 CHF | 96.90% | 96.90% |
02.05.2024 | 2.31% | 0.43 CHF | 0.44 CHF | 320'000 | 320'000 | 131'900 | 131'900 | 57'081 CHF | 58'406 CHF | 98.47% | 98.47% |