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 | 1.66% | 0.60 CHF | 0.61 CHF | 240'000 | 240'000 | 107'169 | 107'169 | 65'055 CHF | 66'131 CHF | 100.00% | 100.00% |
15.05.2024 | 1.71% | 0.61 CHF | 0.62 CHF | 240'000 | 240'000 | 106'642 | 106'642 | 63'640 CHF | 64'710 CHF | 100.00% | 100.00% |
14.05.2024 | 1.71% | 0.59 CHF | 0.60 CHF | 235'000 | 235'000 | 105'374 | 105'374 | 61'986 CHF | 63'043 CHF | 100.00% | 100.00% |
13.05.2024 | 1.64% | 0.61 CHF | 0.62 CHF | 240'000 | 240'000 | 107'420 | 107'420 | 66'031 CHF | 67'107 CHF | 100.00% | 100.00% |
10.05.2024 | 1.73% | 0.61 CHF | 0.62 CHF | 240'000 | 240'000 | 106'341 | 106'341 | 63'026 CHF | 64'091 CHF | 100.00% | 100.00% |
08.05.2024 | 1.74% | 0.59 CHF | 0.60 CHF | 235'000 | 235'000 | 104'385 | 104'385 | 61'081 CHF | 62'127 CHF | 98.39% | 98.39% |
07.05.2024 | 1.76% | 0.58 CHF | 0.59 CHF | 235'000 | 235'000 | 105'281 | 105'281 | 60'485 CHF | 61'540 CHF | 98.97% | 98.97% |
06.05.2024 | 1.70% | 0.60 CHF | 0.61 CHF | 240'000 | 240'000 | 107'844 | 107'844 | 63'910 CHF | 64'991 CHF | 98.99% | 98.99% |
03.05.2024 | 1.70% | 0.61 CHF | 0.62 CHF | 240'000 | 240'000 | 106'985 | 106'985 | 63'849 CHF | 64'921 CHF | 99.99% | 99.99% |
02.05.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 240'000 | 240'000 | 107'352 | 107'352 | 67'036 CHF | 68'111 CHF | 100.00% | 100.00% |