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 | 1.99% | 0.49 CHF | 0.50 CHF | 120'000 | 120'000 | 119'825 | 119'825 | 59'687 CHF | 60'887 CHF | 100.00% | 100.00% |
15.05.2024 | 1.96% | 0.52 CHF | 0.53 CHF | 130'000 | 130'000 | 129'715 | 129'715 | 65'923 CHF | 67'223 CHF | 100.00% | 100.00% |
14.05.2024 | 2.18% | 0.48 CHF | 0.49 CHF | 130'000 | 130'000 | 130'071 | 130'071 | 59'071 CHF | 60'372 CHF | 99.97% | 99.97% |
13.05.2024 | 2.14% | 0.46 CHF | 0.47 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 64'656 CHF | 66'056 CHF | 100.00% | 100.00% |
10.05.2024 | 2.51% | 0.43 CHF | 0.44 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 63'080 CHF | 64'680 CHF | 100.00% | 100.00% |
08.05.2024 | 2.65% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 55'824 CHF | 57'324 CHF | 99.09% | 99.09% |
07.05.2024 | 2.12% | 0.45 CHF | 0.46 CHF | 190'000 | 190'000 | 183'545 | 183'545 | 86'160 CHF | 88'000 CHF | 99.92% | 99.92% |
06.05.2024 | 4.64% | 0.22 CHF | 0.23 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 42'135 CHF | 44'135 CHF | 100.00% | 100.00% |
03.05.2024 | 5.07% | 0.20 CHF | 0.21 CHF | 200'000 | 200'000 | 200'091 | 200'091 | 38'470 CHF | 40'471 CHF | 99.93% | 99.93% |
02.05.2024 | 5.31% | 0.18 CHF | 0.19 CHF | 210'000 | 210'000 | 208'723 | 208'723 | 38'291 CHF | 40'378 CHF | 100.00% | 100.00% |