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 | 0.86% | 1.08 CHF | 1.09 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 172'943 CHF | 174'443 CHF | 100.00% | 100.00% |
15.05.2024 | 0.84% | 1.22 CHF | 1.23 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 177'025 CHF | 178'525 CHF | 99.35% | 99.35% |
14.05.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 167'292 CHF | 168'792 CHF | 91.45% | 91.45% |
13.05.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 170'793 CHF | 172'293 CHF | 100.00% | 100.00% |
10.05.2024 | 0.85% | 1.15 CHF | 1.16 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 176'197 CHF | 177'697 CHF | 99.80% | 99.80% |
08.05.2024 | 1.02% | 0.96 CHF | 0.97 CHF | 150'000 | 150'000 | 152'441 | 152'441 | 148'336 CHF | 149'860 CHF | 100.00% | 100.00% |
07.05.2024 | 1.18% | 0.94 CHF | 0.95 CHF | 175'000 | 175'000 | 174'999 | 175'000 | 148'053 CHF | 149'804 CHF | 100.00% | 100.00% |
06.05.2024 | 1.34% | 0.76 CHF | 0.77 CHF | 175'000 | 175'000 | 179'213 | 179'213 | 132'553 CHF | 134'346 CHF | 100.00% | 100.00% |
03.05.2024 | 1.47% | 0.66 CHF | 0.67 CHF | 200'000 | 200'000 | 198'904 | 198'904 | 134'514 CHF | 136'503 CHF | 94.93% | 94.93% |
02.05.2024 | 1.49% | 0.66 CHF | 0.67 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 133'408 CHF | 135'408 CHF | 100.00% | 100.00% |