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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 1.44% | 0.70 CHF | 0.71 CHF | 210'000 | 210'000 | 209'285 | 209'285 | 145'063 CHF | 147'163 CHF | 90.36% | 90.36% |
16.05.2024 | 1.42% | 0.69 CHF | 0.70 CHF | 210'000 | 210'000 | 209'459 | 209'459 | 146'747 CHF | 148'847 CHF | 97.67% | 97.67% |
15.05.2024 | 1.46% | 0.72 CHF | 0.73 CHF | 210'000 | 210'000 | 213'941 | 213'941 | 146'101 CHF | 148'245 CHF | 95.79% | 95.79% |
14.05.2024 | 1.64% | 0.60 CHF | 0.61 CHF | 220'000 | 220'000 | 218'921 | 218'921 | 133'928 CHF | 136'128 CHF | 93.13% | 93.13% |
13.05.2024 | 1.54% | 0.65 CHF | 0.66 CHF | 220'000 | 220'000 | 213'749 | 213'749 | 140'140 CHF | 142'300 CHF | 96.02% | 96.02% |
10.05.2024 | 1.44% | 0.68 CHF | 0.69 CHF | 210'000 | 210'000 | 209'302 | 209'302 | 145'386 CHF | 147'486 CHF | 95.96% | 95.96% |
08.05.2024 | 1.46% | 0.67 CHF | 0.68 CHF | 220'000 | 220'000 | 211'071 | 211'071 | 143'782 CHF | 145'895 CHF | 96.54% | 96.54% |
07.05.2024 | 1.52% | 0.66 CHF | 0.67 CHF | 220'000 | 220'000 | 219'859 | 219'859 | 143'307 CHF | 145'507 CHF | 98.17% | 98.17% |
06.05.2024 | 1.52% | 0.64 CHF | 0.65 CHF | 220'000 | 220'000 | 219'832 | 219'832 | 144'037 CHF | 146'237 CHF | 95.13% | 95.13% |
03.05.2024 | 1.52% | 0.66 CHF | 0.67 CHF | 220'000 | 220'000 | 219'586 | 219'586 | 143'681 CHF | 145'877 CHF | 97.43% | 97.43% |