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% | 0.77 CHF | 0.78 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 97'434 CHF | 98'684 CHF | 100.00% | 100.00% |
15.05.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 97'618 CHF | 98'868 CHF | 100.00% | 100.00% |
14.05.2024 | 1.29% | 0.78 CHF | 0.79 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 96'308 CHF | 97'558 CHF | 92.24% | 92.24% |
13.05.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 96'342 CHF | 97'592 CHF | 100.00% | 100.00% |
10.05.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 97'023 CHF | 98'273 CHF | 100.00% | 100.00% |
08.05.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 90'739 CHF | 91'989 CHF | 100.00% | 100.00% |
07.05.2024 | 1.46% | 0.70 CHF | 0.71 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 85'116 CHF | 86'366 CHF | 100.00% | 100.00% |
06.05.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 81'049 CHF | 82'299 CHF | 100.00% | 100.00% |
03.05.2024 | 1.59% | 0.62 CHF | 0.63 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 77'795 CHF | 79'045 CHF | 97.87% | 97.87% |
02.05.2024 | 1.62% | 0.61 CHF | 0.62 CHF | 125'000 | 125'000 | 128'360 | 128'360 | 78'695 CHF | 79'979 CHF | 100.00% | 100.00% |