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 | 1.22% | 0.85 CHF | 0.86 CHF | 150'000 | 150'000 | 152'798 | 152'798 | 124'620 CHF | 126'150 CHF | 100.00% | 100.00% |
15.05.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 150'000 | 150'000 | 149'722 | 149'722 | 126'797 CHF | 128'297 CHF | 99.89% | 99.89% |
14.05.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 150'000 | 150'000 | 152'822 | 152'822 | 124'186 CHF | 125'715 CHF | 100.00% | 100.00% |
13.05.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 150'000 | 150'000 | 150'017 | 150'017 | 123'487 CHF | 124'987 CHF | 100.00% | 100.00% |
10.05.2024 | 1.16% | 0.84 CHF | 0.85 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 128'517 CHF | 130'017 CHF | 100.00% | 100.00% |
08.05.2024 | 1.17% | 0.83 CHF | 0.84 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 127'486 CHF | 128'986 CHF | 99.15% | 99.15% |
07.05.2024 | 1.18% | 0.88 CHF | 0.89 CHF | 160'000 | 160'000 | 159'730 | 159'730 | 135'561 CHF | 137'161 CHF | 100.00% | 100.00% |
06.05.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 125'395 CHF | 126'995 CHF | 100.00% | 100.00% |
03.05.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 121'292 CHF | 122'892 CHF | 100.00% | 100.00% |
02.05.2024 | 1.30% | 0.75 CHF | 0.76 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 122'174 CHF | 123'774 CHF | 99.94% | 99.94% |