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 | 1.43% | 0.70 CHF | 0.71 CHF | 240'000 | 240'000 | 107'170 | 107'170 | 75'785 CHF | 76'861 CHF | 100.00% | 100.00% |
15.05.2024 | 1.47% | 0.71 CHF | 0.72 CHF | 240'000 | 240'000 | 106'646 | 106'646 | 74'332 CHF | 75'402 CHF | 100.00% | 100.00% |
14.05.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 235'000 | 235'000 | 105'379 | 105'379 | 72'641 CHF | 73'697 CHF | 100.00% | 100.00% |
13.05.2024 | 1.41% | 0.71 CHF | 0.72 CHF | 240'000 | 240'000 | 107'422 | 107'422 | 76'802 CHF | 77'878 CHF | 100.00% | 100.00% |
10.05.2024 | 1.48% | 0.71 CHF | 0.72 CHF | 240'000 | 240'000 | 106'339 | 106'339 | 73'696 CHF | 74'761 CHF | 100.00% | 100.00% |
08.05.2024 | 1.48% | 0.69 CHF | 0.70 CHF | 235'000 | 235'000 | 104'386 | 104'386 | 71'570 CHF | 72'615 CHF | 98.39% | 98.39% |
07.05.2024 | 1.50% | 0.68 CHF | 0.69 CHF | 235'000 | 235'000 | 105'279 | 105'279 | 71'032 CHF | 72'088 CHF | 98.97% | 98.97% |
06.05.2024 | 1.46% | 0.70 CHF | 0.71 CHF | 240'000 | 240'000 | 107'829 | 107'829 | 74'701 CHF | 75'781 CHF | 99.02% | 99.02% |
03.05.2024 | 1.45% | 0.71 CHF | 0.72 CHF | 240'000 | 240'000 | 106'973 | 106'973 | 74'562 CHF | 75'633 CHF | 99.98% | 99.98% |
02.05.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 240'000 | 240'000 | 107'343 | 107'343 | 77'825 CHF | 78'900 CHF | 99.99% | 99.99% |