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 | 1.99% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 117'389 | 117'389 | 58'280 CHF | 59'454 CHF | 100.00% | 100.00% |
16.05.2024 | 2.10% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 122'815 | 122'815 | 57'954 CHF | 59'182 CHF | 99.88% | 99.88% |
15.05.2024 | 2.35% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 126'620 | 126'620 | 53'360 CHF | 54'626 CHF | 99.41% | 99.41% |
14.05.2024 | 2.76% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 151'170 | 151'170 | 53'988 CHF | 55'500 CHF | 99.76% | 99.76% |
13.05.2024 | 2.82% | 0.33 CHF | 0.34 CHF | 150'000 | 150'000 | 149'733 | 149'733 | 52'449 CHF | 53'947 CHF | 100.00% | 100.00% |
10.05.2024 | 2.25% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 126'930 | 126'930 | 55'848 CHF | 57'117 CHF | 100.00% | 100.00% |
08.05.2024 | 3.73% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'445 | 200'445 | 52'769 CHF | 54'774 CHF | 96.84% | 96.84% |
07.05.2024 | 3.46% | 0.28 CHF | 0.29 CHF | 175'000 | 175'000 | 189'612 | 189'612 | 53'795 CHF | 55'691 CHF | 99.83% | 99.83% |
06.05.2024 | 3.27% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 176'635 | 176'635 | 53'174 CHF | 54'940 CHF | 99.75% | 99.75% |
03.05.2024 | 3.97% | 0.24 CHF | 0.25 CHF | 250'000 | 250'000 | 209'159 | 209'158 | 51'633 CHF | 53'724 CHF | 98.90% | 98.90% |