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 | 1.52% | 0.70 CHF | 0.71 CHF | 225'000 | 225'000 | 225'558 | 225'559 | 147'375 CHF | 149'632 CHF | 99.83% | 99.83% |
15.05.2024 | 1.81% | 0.54 CHF | 0.55 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 136'791 CHF | 139'291 CHF | 100.00% | 100.00% |
14.05.2024 | 1.91% | 0.54 CHF | 0.55 CHF | 250'000 | 250'000 | 260'720 | 260'722 | 135'061 CHF | 137'669 CHF | 99.75% | 99.75% |
13.05.2024 | 1.73% | 0.56 CHF | 0.57 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 143'361 CHF | 145'861 CHF | 100.00% | 100.00% |
10.05.2024 | 1.69% | 0.59 CHF | 0.60 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 146'604 CHF | 149'104 CHF | 100.00% | 100.00% |
08.05.2024 | 1.76% | 0.58 CHF | 0.59 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 140'789 CHF | 143'289 CHF | 100.00% | 100.00% |
07.05.2024 | 1.90% | 0.54 CHF | 0.55 CHF | 250'000 | 250'000 | 262'433 | 262'432 | 136'924 CHF | 139'548 CHF | 99.55% | 99.55% |
06.05.2024 | 2.09% | 0.48 CHF | 0.49 CHF | 275'000 | 275'000 | 277'732 | 277'733 | 131'433 CHF | 134'211 CHF | 99.77% | 99.77% |
03.05.2024 | 2.25% | 0.42 CHF | 0.43 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 131'989 CHF | 134'989 CHF | 100.00% | 100.00% |
02.05.2024 | 2.16% | 0.44 CHF | 0.45 CHF | 300'000 | 300'000 | 294'385 | 294'384 | 134'522 CHF | 137'465 CHF | 100.00% | 100.00% |