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% | 0.71 CHF | 0.72 CHF | 260'000 | 260'000 | 143'107 | 143'107 | 101'870 CHF | 103'306 CHF | 100.00% | 100.00% |
15.05.2024 | 1.56% | 0.69 CHF | 0.70 CHF | 260'000 | 260'000 | 146'268 | 146'268 | 95'947 CHF | 97'416 CHF | 100.00% | 100.00% |
14.05.2024 | 1.63% | 0.63 CHF | 0.64 CHF | 270'000 | 270'000 | 148'838 | 148'838 | 92'352 CHF | 93'844 CHF | 99.97% | 99.97% |
13.05.2024 | 1.56% | 0.62 CHF | 0.63 CHF | 270'000 | 270'000 | 145'521 | 145'521 | 93'345 CHF | 94'802 CHF | 100.00% | 100.00% |
10.05.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 270'000 | 270'000 | 148'879 | 148'879 | 92'867 CHF | 94'358 CHF | 100.00% | 100.00% |
08.05.2024 | 1.70% | 0.61 CHF | 0.62 CHF | 270'000 | 270'000 | 147'745 | 147'745 | 87'736 CHF | 89'216 CHF | 99.15% | 99.15% |
07.05.2024 | 1.64% | 0.61 CHF | 0.62 CHF | 270'000 | 270'000 | 148'725 | 148'725 | 91'823 CHF | 93'314 CHF | 100.00% | 100.00% |
06.05.2024 | 1.76% | 0.59 CHF | 0.60 CHF | 270'000 | 270'000 | 148'847 | 148'847 | 85'537 CHF | 87'028 CHF | 100.00% | 100.00% |
03.05.2024 | 1.98% | 0.55 CHF | 0.56 CHF | 270'000 | 270'000 | 151'943 | 151'943 | 79'051 CHF | 80'574 CHF | 99.97% | 99.97% |
02.05.2024 | 2.07% | 0.48 CHF | 0.49 CHF | 280'000 | 280'000 | 153'709 | 153'709 | 74'613 CHF | 76'153 CHF | 100.00% | 100.00% |