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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 1.27% | 0.69 CHF | 0.70 CHF | 335'000 | 335'000 | 141'007 | 141'007 | 110'998 CHF | 112'416 CHF | 100.00% | 100.00% |
22.05.2024 | 1.36% | 0.79 CHF | 0.80 CHF | 325'000 | 325'000 | 142'795 | 142'795 | 108'250 CHF | 109'681 CHF | 100.00% | 100.00% |
21.05.2024 | 1.37% | 0.72 CHF | 0.73 CHF | 335'000 | 335'000 | 145'042 | 145'042 | 106'058 CHF | 107'511 CHF | 99.73% | 99.73% |
17.05.2024 | 1.37% | 0.77 CHF | 0.78 CHF | 330'000 | 330'000 | 141'476 | 141'476 | 105'848 CHF | 107'265 CHF | 100.00% | 100.00% |
16.05.2024 | 1.52% | 0.76 CHF | 0.77 CHF | 330'000 | 330'000 | 147'188 | 147'188 | 100'107 CHF | 101'584 CHF | 99.99% | 99.99% |
15.05.2024 | 1.89% | 0.60 CHF | 0.61 CHF | 350'000 | 350'000 | 153'049 | 153'049 | 84'679 CHF | 86'215 CHF | 100.00% | 100.00% |
14.05.2024 | 2.15% | 0.50 CHF | 0.51 CHF | 360'000 | 360'000 | 159'312 | 159'312 | 75'510 CHF | 77'107 CHF | 100.00% | 100.00% |
13.05.2024 | 2.02% | 0.52 CHF | 0.53 CHF | 360'000 | 360'000 | 156'719 | 156'719 | 78'799 CHF | 80'369 CHF | 100.00% | 100.00% |
10.05.2024 | 1.92% | 0.49 CHF | 0.50 CHF | 365'000 | 365'000 | 156'135 | 156'135 | 82'128 CHF | 83'692 CHF | 100.00% | 100.00% |
08.05.2024 | 1.89% | 0.52 CHF | 0.53 CHF | 360'000 | 360'000 | 153'348 | 153'348 | 82'475 CHF | 84'011 CHF | 98.98% | 98.98% |