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 | 1.49% | 0.72 CHF | 0.73 CHF | 200'000 | 200'000 | 200'559 | 200'560 | 133'734 CHF | 135'740 CHF | 99.83% | 99.83% |
15.05.2024 | 1.80% | 0.55 CHF | 0.56 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 123'780 CHF | 126'030 CHF | 100.00% | 100.00% |
14.05.2024 | 1.91% | 0.54 CHF | 0.55 CHF | 225'000 | 225'000 | 235'204 | 235'205 | 121'691 CHF | 124'044 CHF | 99.76% | 99.76% |
13.05.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 129'732 CHF | 131'982 CHF | 100.00% | 100.00% |
10.05.2024 | 1.68% | 0.60 CHF | 0.61 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 133'163 CHF | 135'413 CHF | 100.00% | 100.00% |
08.05.2024 | 1.75% | 0.58 CHF | 0.59 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 127'809 CHF | 130'059 CHF | 100.00% | 100.00% |
07.05.2024 | 1.90% | 0.54 CHF | 0.55 CHF | 225'000 | 225'000 | 239'525 | 239'525 | 124'883 CHF | 127'278 CHF | 99.56% | 99.56% |
06.05.2024 | 2.11% | 0.48 CHF | 0.49 CHF | 250'000 | 250'000 | 252'732 | 252'732 | 118'325 CHF | 120'852 CHF | 99.77% | 99.77% |
03.05.2024 | 2.31% | 0.41 CHF | 0.42 CHF | 275'000 | 275'000 | 275'000 | 275'000 | 117'982 CHF | 120'732 CHF | 100.00% | 100.00% |
02.05.2024 | 2.21% | 0.43 CHF | 0.44 CHF | 275'000 | 275'000 | 269'645 | 269'645 | 120'605 CHF | 123'302 CHF | 100.00% | 100.00% |