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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 1.40% | 0.63 CHF | 0.64 CHF | 300'000 | 300'000 | 299'437 | 299'437 | 213'818 CHF | 216'816 CHF | 100.00% | 100.00% |
23.05.2024 | 1.59% | 0.64 CHF | 0.65 CHF | 300'000 | 300'000 | 299'448 | 299'448 | 187'350 CHF | 190'348 CHF | 99.61% | 99.61% |
22.05.2024 | 1.45% | 0.68 CHF | 0.69 CHF | 300'000 | 300'000 | 299'455 | 299'455 | 205'455 CHF | 208'453 CHF | 100.00% | 100.00% |
21.05.2024 | 1.38% | 0.71 CHF | 0.72 CHF | 300'000 | 300'000 | 299'319 | 299'319 | 216'880 CHF | 219'878 CHF | 99.78% | 99.78% |
17.05.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 300'000 | 300'000 | 299'446 | 299'446 | 235'424 CHF | 238'422 CHF | 100.00% | 100.00% |
16.05.2024 | 1.32% | 0.74 CHF | 0.75 CHF | 300'000 | 300'000 | 298'980 | 298'980 | 226'470 CHF | 229'468 CHF | 98.48% | 98.48% |
15.05.2024 | 1.19% | 0.82 CHF | 0.83 CHF | 300'000 | 300'000 | 287'599 | 287'599 | 269'069 CHF | 272'029 CHF | 100.00% | 100.00% |
14.05.2024 | 1.41% | 1.01 CHF | 1.02 CHF | 300'000 | 300'000 | 226'649 | 226'649 | 236'753 CHF | 239'751 CHF | 99.98% | 99.98% |
13.05.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 300'000 | 300'000 | 299'447 | 299'447 | 313'036 CHF | 316'034 CHF | 100.00% | 100.00% |
10.05.2024 | 0.94% | 1.10 CHF | 1.11 CHF | 300'000 | 300'000 | 299'449 | 299'449 | 318'665 CHF | 321'663 CHF | 99.99% | 99.99% |