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 | 1.77% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'136 CHF | 57'136 CHF | 99.83% | 99.83% |
15.05.2024 | 1.92% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'899 | 100'901 | 52'173 CHF | 53'182 CHF | 99.55% | 99.55% |
14.05.2024 | 2.18% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 56'703 CHF | 57'953 CHF | 98.93% | 98.93% |
13.05.2024 | 2.16% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 57'233 CHF | 58'483 CHF | 86.74% | 86.74% |
10.05.2024 | 2.05% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 124'063 | 124'070 | 60'013 CHF | 61'258 CHF | 91.49% | 91.49% |
08.05.2024 | 2.19% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 56'504 CHF | 57'754 CHF | 98.31% | 98.31% |
07.05.2024 | 2.27% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'337 | 125'338 | 54'515 CHF | 55'769 CHF | 99.23% | 99.23% |
06.05.2024 | 2.58% | 0.40 CHF | 0.41 CHF | 150'000 | 150'000 | 149'482 | 149'483 | 57'273 CHF | 58'768 CHF | 99.73% | 99.73% |
03.05.2024 | 2.77% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 150'662 | 150'663 | 53'753 CHF | 55'260 CHF | 99.28% | 99.28% |
02.05.2024 | 3.04% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 171'534 | 171'533 | 55'615 CHF | 57'330 CHF | 100.00% | 100.00% |