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 | 1.74% | 0.58 CHF | 0.59 CHF | 120'000 | 120'000 | 119'406 | 119'406 | 68'150 CHF | 69'345 CHF | 100.00% | 100.00% |
15.05.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 120'000 | 120'000 | 119'225 | 119'225 | 65'535 CHF | 66'730 CHF | 100.00% | 100.00% |
14.05.2024 | 1.82% | 0.55 CHF | 0.56 CHF | 120'000 | 120'000 | 119'465 | 119'465 | 64'912 CHF | 66'107 CHF | 100.00% | 100.00% |
13.05.2024 | 1.75% | 0.56 CHF | 0.57 CHF | 120'000 | 120'000 | 119'667 | 119'667 | 67'818 CHF | 69'015 CHF | 100.00% | 100.00% |
10.05.2024 | 1.75% | 0.59 CHF | 0.60 CHF | 124'000 | 124'000 | 119'810 | 119'810 | 67'895 CHF | 69'093 CHF | 100.00% | 100.00% |
08.05.2024 | 1.82% | 0.55 CHF | 0.56 CHF | 120'000 | 120'000 | 119'479 | 119'479 | 65'253 CHF | 66'448 CHF | 99.25% | 99.25% |
07.05.2024 | 1.69% | 0.63 CHF | 0.64 CHF | 120'000 | 120'000 | 116'429 | 116'429 | 68'538 CHF | 69'703 CHF | 98.94% | 98.94% |
06.05.2024 | 1.65% | 0.60 CHF | 0.61 CHF | 120'000 | 120'000 | 119'501 | 119'501 | 72'002 CHF | 73'197 CHF | 99.09% | 99.09% |
03.05.2024 | 1.65% | 0.62 CHF | 0.63 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 71'965 CHF | 73'161 CHF | 99.98% | 99.98% |
02.05.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 73'421 CHF | 74'616 CHF | 100.00% | 100.00% |