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 | 0.85% | 1.64 CHF | 1.65 CHF | 410'000 | 410'000 | 142'521 | 142'521 | 227'478 CHF | 229'127 CHF | 99.78% | 99.78% |
22.05.2024 | 0.77% | 1.32 CHF | 1.33 CHF | 450'000 | 450'000 | 201'817 | 201'817 | 267'104 CHF | 269'131 CHF | 100.00% | 100.00% |
21.05.2024 | 0.78% | 1.31 CHF | 1.32 CHF | 460'000 | 460'000 | 205'157 | 205'157 | 268'758 CHF | 270'819 CHF | 99.36% | 99.36% |
17.05.2024 | 0.79% | 1.28 CHF | 1.29 CHF | 470'000 | 470'000 | 206'459 | 206'459 | 267'286 CHF | 269'358 CHF | 100.00% | 100.00% |
16.05.2024 | 0.81% | 1.34 CHF | 1.35 CHF | 460'000 | 460'000 | 194'928 | 194'928 | 259'193 CHF | 261'179 CHF | 100.00% | 100.00% |
15.05.2024 | 0.85% | 1.31 CHF | 1.32 CHF | 480'000 | 480'000 | 217'627 | 217'627 | 268'985 CHF | 271'173 CHF | 100.00% | 100.00% |
14.05.2024 | 0.88% | 1.19 CHF | 1.20 CHF | 500'000 | 500'000 | 220'370 | 220'370 | 256'930 CHF | 259'143 CHF | 100.00% | 100.00% |
13.05.2024 | 0.87% | 1.17 CHF | 1.18 CHF | 500'000 | 500'000 | 224'414 | 224'414 | 262'748 CHF | 265'000 CHF | 100.00% | 100.00% |
10.05.2024 | 0.88% | 1.17 CHF | 1.18 CHF | 510'000 | 510'000 | 229'514 | 229'514 | 269'804 CHF | 272'108 CHF | 100.00% | 100.00% |
08.05.2024 | 0.86% | 1.19 CHF | 1.20 CHF | 500'000 | 500'000 | 216'737 | 216'737 | 259'940 CHF | 262'116 CHF | 99.06% | 99.06% |