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 | 1.54% | 0.71 CHF | 0.72 CHF | 520'000 | 520'000 | 221'532 | 221'532 | 155'478 CHF | 157'735 CHF | 99.95% | 99.95% |
15.05.2024 | 1.69% | 0.68 CHF | 0.69 CHF | 560'000 | 560'000 | 256'638 | 256'638 | 159'357 CHF | 161'935 CHF | 99.75% | 99.75% |
14.05.2024 | 1.82% | 0.58 CHF | 0.59 CHF | 590'000 | 590'000 | 262'905 | 262'905 | 148'416 CHF | 151'056 CHF | 99.81% | 99.81% |
13.05.2024 | 1.77% | 0.57 CHF | 0.58 CHF | 600'000 | 600'000 | 266'924 | 266'924 | 152'722 CHF | 155'402 CHF | 99.63% | 99.63% |
10.05.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 620'000 | 620'000 | 274'873 | 274'873 | 159'884 CHF | 162'644 CHF | 99.94% | 99.94% |
08.05.2024 | 1.71% | 0.60 CHF | 0.61 CHF | 590'000 | 590'000 | 257'365 | 257'365 | 154'944 CHF | 157'528 CHF | 99.00% | 99.00% |
07.05.2024 | 1.65% | 0.61 CHF | 0.62 CHF | 570'000 | 570'000 | 249'133 | 249'133 | 152'969 CHF | 155'471 CHF | 99.61% | 99.61% |
06.05.2024 | 1.74% | 0.64 CHF | 0.65 CHF | 610'000 | 610'000 | 271'530 | 271'530 | 163'606 CHF | 166'332 CHF | 100.00% | 100.00% |
03.05.2024 | 1.97% | 0.54 CHF | 0.55 CHF | 680'000 | 680'000 | 305'483 | 305'483 | 161'369 CHF | 164'436 CHF | 99.81% | 99.81% |
02.05.2024 | 2.18% | 0.49 CHF | 0.50 CHF | 750'000 | 750'000 | 336'273 | 336'273 | 157'224 CHF | 160'600 CHF | 99.69% | 99.69% |