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 | 1.70% | 0.60 CHF | 0.61 CHF | 125'000 | 125'000 | 128'405 | 128'409 | 75'047 CHF | 76'334 CHF | 100.00% | 100.00% |
16.05.2024 | 1.98% | 0.51 CHF | 0.52 CHF | 150'000 | 150'000 | 150'455 | 150'462 | 75'407 CHF | 76'915 CHF | 99.82% | 99.82% |
15.05.2024 | 2.68% | 0.37 CHF | 0.38 CHF | 175'000 | 175'000 | 166'621 | 166'613 | 61'243 CHF | 62'906 CHF | 100.00% | 100.00% |
14.05.2024 | 2.84% | 0.35 CHF | 0.36 CHF | 175'000 | 175'000 | 172'991 | 172'993 | 59'957 CHF | 61'688 CHF | 99.72% | 99.72% |
13.05.2024 | 2.40% | 0.40 CHF | 0.41 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 61'819 CHF | 63'319 CHF | 100.00% | 100.00% |
10.05.2024 | 2.33% | 0.43 CHF | 0.44 CHF | 150'000 | 150'000 | 150'517 | 150'517 | 63'724 CHF | 65'230 CHF | 100.00% | 100.00% |
08.05.2024 | 2.78% | 0.37 CHF | 0.38 CHF | 175'000 | 175'000 | 173'439 | 173'439 | 61'525 CHF | 63'259 CHF | 100.00% | 100.00% |
07.05.2024 | 3.17% | 0.34 CHF | 0.35 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 54'310 CHF | 56'060 CHF | 99.77% | 99.77% |
06.05.2024 | 3.46% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 185'796 | 185'797 | 52'743 CHF | 54'601 CHF | 99.76% | 99.76% |
03.05.2024 | 3.75% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 202'835 | 202'835 | 53'060 CHF | 55'088 CHF | 100.00% | 100.00% |