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 | 1.06% | 0.96 CHF | 0.97 CHF | 260'000 | 260'000 | 143'107 | 143'107 | 138'009 CHF | 139'445 CHF | 100.00% | 100.00% |
15.05.2024 | 1.13% | 0.94 CHF | 0.95 CHF | 260'000 | 260'000 | 146'265 | 146'265 | 132'814 CHF | 134'282 CHF | 100.00% | 100.00% |
14.05.2024 | 1.16% | 0.88 CHF | 0.89 CHF | 270'000 | 270'000 | 148'841 | 148'841 | 130'022 CHF | 131'514 CHF | 99.97% | 99.97% |
13.05.2024 | 1.12% | 0.87 CHF | 0.88 CHF | 270'000 | 270'000 | 145'521 | 145'521 | 130'308 CHF | 131'765 CHF | 100.00% | 100.00% |
10.05.2024 | 1.16% | 0.87 CHF | 0.88 CHF | 270'000 | 270'000 | 148'879 | 148'879 | 130'450 CHF | 131'941 CHF | 100.00% | 100.00% |
08.05.2024 | 1.20% | 0.86 CHF | 0.87 CHF | 270'000 | 270'000 | 147'743 | 147'743 | 125'015 CHF | 126'496 CHF | 99.14% | 99.14% |
07.05.2024 | 1.17% | 0.87 CHF | 0.88 CHF | 270'000 | 270'000 | 148'722 | 148'722 | 129'491 CHF | 130'982 CHF | 100.00% | 100.00% |
06.05.2024 | 1.23% | 0.84 CHF | 0.85 CHF | 270'000 | 270'000 | 148'847 | 148'847 | 123'131 CHF | 124'622 CHF | 100.00% | 100.00% |
03.05.2024 | 1.33% | 0.80 CHF | 0.81 CHF | 270'000 | 270'000 | 151'968 | 151'968 | 117'418 CHF | 118'940 CHF | 99.99% | 99.99% |
02.05.2024 | 1.37% | 0.74 CHF | 0.75 CHF | 280'000 | 280'000 | 153'709 | 153'709 | 113'701 CHF | 115'241 CHF | 100.00% | 100.00% |