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 | 1.84% | 0.46 CHF | 0.47 CHF | 330'000 | 330'000 | 147'184 | 147'184 | 79'475 CHF | 80'952 CHF | 99.99% | 99.99% |
15.05.2024 | 1.49% | 0.62 CHF | 0.63 CHF | 350'000 | 350'000 | 153'042 | 153'042 | 102'300 CHF | 103'835 CHF | 100.00% | 100.00% |
14.05.2024 | 1.34% | 0.73 CHF | 0.74 CHF | 360'000 | 360'000 | 159'312 | 159'312 | 119'718 CHF | 121'315 CHF | 100.00% | 100.00% |
13.05.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 360'000 | 360'000 | 156'720 | 156'720 | 113'193 CHF | 114'763 CHF | 100.00% | 100.00% |
10.05.2024 | 1.45% | 0.73 CHF | 0.74 CHF | 365'000 | 365'000 | 156'135 | 156'135 | 109'468 CHF | 111'032 CHF | 100.00% | 100.00% |
08.05.2024 | 1.46% | 0.71 CHF | 0.72 CHF | 360'000 | 360'000 | 153'354 | 153'354 | 106'085 CHF | 107'621 CHF | 98.98% | 98.98% |
07.05.2024 | 1.52% | 0.64 CHF | 0.65 CHF | 350'000 | 350'000 | 152'868 | 152'868 | 101'541 CHF | 103'073 CHF | 99.67% | 99.67% |
06.05.2024 | 1.47% | 0.67 CHF | 0.68 CHF | 355'000 | 355'000 | 152'974 | 152'974 | 104'770 CHF | 106'303 CHF | 100.00% | 100.00% |
03.05.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 375'000 | 375'000 | 163'079 | 163'079 | 131'911 CHF | 133'545 CHF | 99.94% | 99.94% |
02.05.2024 | 1.19% | 0.87 CHF | 0.88 CHF | 380'000 | 380'000 | 162'309 | 162'309 | 140'348 CHF | 141'974 CHF | 99.98% | 99.98% |