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 | 0.98% | 1.01 CHF | 1.02 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 152'652 CHF | 154'152 CHF | 100.00% | 100.00% |
15.05.2024 | 1.07% | 0.98 CHF | 0.99 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 139'909 CHF | 141'409 CHF | 100.00% | 100.00% |
14.05.2024 | 1.15% | 0.89 CHF | 0.90 CHF | 150'000 | 150'000 | 149'996 | 149'481 | 130'122 CHF | 131'179 CHF | 92.21% | 92.21% |
13.05.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 129'703 CHF | 131'203 CHF | 100.00% | 100.00% |
10.05.2024 | 1.20% | 0.84 CHF | 0.85 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 123'811 CHF | 125'311 CHF | 100.00% | 100.00% |
08.05.2024 | 1.39% | 0.73 CHF | 0.74 CHF | 150'000 | 150'000 | 150'466 | 150'467 | 107'549 CHF | 109'054 CHF | 100.00% | 100.00% |
07.05.2024 | 1.56% | 0.68 CHF | 0.69 CHF | 175'000 | 175'000 | 174'991 | 175'000 | 111'720 CHF | 113'476 CHF | 100.00% | 100.00% |
06.05.2024 | 1.75% | 0.56 CHF | 0.57 CHF | 175'000 | 175'000 | 175'412 | 175'412 | 99'308 CHF | 101'062 CHF | 100.00% | 100.00% |
03.05.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 200'000 | 200'000 | 195'720 | 195'717 | 102'623 CHF | 104'579 CHF | 97.86% | 97.86% |
02.05.2024 | 1.90% | 0.49 CHF | 0.50 CHF | 200'000 | 200'000 | 198'701 | 198'701 | 103'436 CHF | 105'423 CHF | 100.00% | 100.00% |