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 | 2.37% | 0.42 CHF | 0.43 CHF | 150'000 | 150'000 | 149'771 | 149'771 | 62'509 CHF | 64'009 CHF | 100.00% | 100.00% |
15.05.2024 | 2.29% | 0.44 CHF | 0.45 CHF | 150'000 | 150'000 | 144'071 | 144'071 | 69'103 CHF | 70'585 CHF | 100.00% | 100.00% |
14.05.2024 | 1.90% | 0.51 CHF | 0.52 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 78'020 CHF | 79'520 CHF | 99.99% | 99.99% |
13.05.2024 | 1.94% | 0.52 CHF | 0.53 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 76'523 CHF | 78'023 CHF | 100.00% | 100.00% |
10.05.2024 | 1.92% | 0.53 CHF | 0.54 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 77'451 CHF | 78'951 CHF | 100.00% | 100.00% |
08.05.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 150'000 | 150'000 | 149'131 | 149'131 | 85'870 CHF | 87'370 CHF | 99.67% | 99.67% |
07.05.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 150'000 | 150'000 | 149'934 | 149'934 | 86'479 CHF | 87'979 CHF | 99.74% | 99.74% |
06.05.2024 | 1.58% | 0.62 CHF | 0.63 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 94'358 CHF | 95'858 CHF | 100.00% | 100.00% |
03.05.2024 | 1.39% | 0.70 CHF | 0.71 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 107'066 CHF | 108'566 CHF | 99.99% | 99.99% |
02.05.2024 | 1.23% | 0.80 CHF | 0.81 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 120'756 CHF | 122'256 CHF | 99.54% | 99.54% |