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 | 1.10% | 1.02 CHF | 1.03 CHF | 330'000 | 330'000 | 147'182 | 147'182 | 138'347 CHF | 139'824 CHF | 99.99% | 99.99% |
15.05.2024 | 1.28% | 0.86 CHF | 0.87 CHF | 350'000 | 350'000 | 153'059 | 153'059 | 124'491 CHF | 126'027 CHF | 100.00% | 100.00% |
14.05.2024 | 1.39% | 0.76 CHF | 0.77 CHF | 360'000 | 360'000 | 159'321 | 159'321 | 116'990 CHF | 118'587 CHF | 100.00% | 100.00% |
13.05.2024 | 1.33% | 0.78 CHF | 0.79 CHF | 360'000 | 360'000 | 156'719 | 156'719 | 119'582 CHF | 121'152 CHF | 100.00% | 100.00% |
10.05.2024 | 1.29% | 0.75 CHF | 0.76 CHF | 365'000 | 365'000 | 156'136 | 156'136 | 122'760 CHF | 124'324 CHF | 100.00% | 100.00% |
08.05.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 360'000 | 360'000 | 153'351 | 153'351 | 122'454 CHF | 123'990 CHF | 98.98% | 98.98% |
07.05.2024 | 1.24% | 0.85 CHF | 0.86 CHF | 350'000 | 350'000 | 152'864 | 152'864 | 125'976 CHF | 127'508 CHF | 99.67% | 99.67% |
06.05.2024 | 1.28% | 0.82 CHF | 0.83 CHF | 355'000 | 355'000 | 152'971 | 152'971 | 122'487 CHF | 124'019 CHF | 100.00% | 100.00% |
03.05.2024 | 1.51% | 0.68 CHF | 0.69 CHF | 375'000 | 375'000 | 163'126 | 163'126 | 110'697 CHF | 112'331 CHF | 99.96% | 99.96% |
02.05.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 380'000 | 380'000 | 162'360 | 162'360 | 102'892 CHF | 104'518 CHF | 100.00% | 100.00% |