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 | 1.56% | 0.67 CHF | 0.68 CHF | 310'000 | 310'000 | 170'871 | 170'871 | 111'483 CHF | 113'195 CHF | 100.00% | 100.00% |
23.05.2024 | 1.47% | 0.68 CHF | 0.69 CHF | 310'000 | 310'000 | 168'168 | 168'168 | 116'763 CHF | 118'454 CHF | 99.99% | 99.99% |
22.05.2024 | 1.44% | 0.68 CHF | 0.69 CHF | 310'000 | 310'000 | 167'773 | 167'773 | 117'529 CHF | 119'210 CHF | 100.00% | 100.00% |
21.05.2024 | 1.46% | 0.71 CHF | 0.72 CHF | 305'000 | 305'000 | 170'062 | 170'062 | 118'793 CHF | 120'498 CHF | 99.52% | 99.52% |
17.05.2024 | 1.57% | 0.67 CHF | 0.68 CHF | 310'000 | 310'000 | 173'311 | 173'311 | 112'268 CHF | 114'005 CHF | 99.33% | 99.33% |
16.05.2024 | 1.64% | 0.65 CHF | 0.66 CHF | 315'000 | 315'000 | 174'988 | 174'988 | 109'208 CHF | 110'964 CHF | 100.00% | 100.00% |
15.05.2024 | 1.74% | 0.60 CHF | 0.61 CHF | 320'000 | 320'000 | 176'035 | 176'035 | 103'510 CHF | 105'277 CHF | 100.00% | 100.00% |
14.05.2024 | 1.82% | 0.57 CHF | 0.58 CHF | 320'000 | 320'000 | 178'441 | 178'441 | 99'661 CHF | 101'449 CHF | 100.00% | 100.00% |
13.05.2024 | 2.03% | 0.51 CHF | 0.52 CHF | 330'000 | 330'000 | 177'924 | 177'924 | 88'163 CHF | 89'945 CHF | 99.98% | 99.98% |
10.05.2024 | 1.81% | 0.54 CHF | 0.55 CHF | 325'000 | 325'000 | 178'481 | 178'481 | 98'882 CHF | 100'671 CHF | 100.00% | 100.00% |