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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 1.22% | 0.80 CHF | 0.81 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 122'260 CHF | 41'253 CHF | 99.37% | 99.37% |
16.05.2024 | 0.99% | 0.98 CHF | 0.99 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 150'322 CHF | 50'607 CHF | 98.49% | 98.49% |
15.05.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 150'000 | 50'000 | 150'000 | 49'999 | 149'404 CHF | 50'300 CHF | 98.31% | 98.31% |
14.05.2024 | 0.98% | 0.96 CHF | 0.97 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 152'598 CHF | 51'366 CHF | 99.36% | 99.36% |
13.05.2024 | 0.94% | 1.00 CHF | 1.01 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 159'311 CHF | 53'604 CHF | 98.93% | 98.93% |
10.05.2024 | 0.90% | 1.09 CHF | 1.10 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 166'841 CHF | 56'114 CHF | 99.23% | 99.23% |
08.05.2024 | 0.81% | 1.13 CHF | 1.14 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 184'962 CHF | 62'154 CHF | 98.61% | 98.61% |
07.05.2024 | 0.62% | 1.56 CHF | 1.57 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 240'804 CHF | 80'768 CHF | 94.70% | 94.70% |
06.05.2024 | 0.59% | 1.66 CHF | 1.67 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 252'592 CHF | 84'697 CHF | 99.37% | 99.37% |
03.05.2024 | 0.66% | 1.57 CHF | 1.58 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 227'902 CHF | 76'467 CHF | 99.27% | 99.27% |