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 | 1.27% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'521 CHF | 59'271 CHF | 99.86% | 99.86% |
15.05.2024 | 1.19% | 0.85 CHF | 0.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'565 CHF | 63'315 CHF | 100.00% | 100.00% |
14.05.2024 | 1.23% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'867 CHF | 61'617 CHF | 99.80% | 99.80% |
13.05.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'663 CHF | 59'413 CHF | 100.00% | 100.00% |
10.05.2024 | 1.42% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 75'068 | 75'068 | 52'521 CHF | 53'271 CHF | 85.93% | 85.93% |
08.05.2024 | 1.80% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'359 | 100'359 | 55'267 CHF | 56'270 CHF | 100.00% | 100.00% |
07.05.2024 | 2.29% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 128'481 | 128'481 | 55'493 CHF | 56'778 CHF | 99.83% | 99.83% |
06.05.2024 | 2.57% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 141'650 | 141'650 | 54'385 CHF | 55'801 CHF | 99.78% | 99.78% |
03.05.2024 | 2.51% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 131'641 | 131'641 | 51'727 CHF | 53'043 CHF | 100.00% | 100.00% |
02.05.2024 | 2.27% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 54'645 CHF | 55'895 CHF | 100.00% | 100.00% |