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 | 1.14% | 0.88 CHF | 0.89 CHF | 150'000 | 150'000 | 149'762 | 149'762 | 131'600 CHF | 133'100 CHF | 100.00% | 100.00% |
15.05.2024 | 1.08% | 0.94 CHF | 0.95 CHF | 150'000 | 150'000 | 144'067 | 144'067 | 147'634 CHF | 149'115 CHF | 100.00% | 100.00% |
14.05.2024 | 0.90% | 1.08 CHF | 1.09 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 166'138 CHF | 167'638 CHF | 99.98% | 99.98% |
13.05.2024 | 0.92% | 1.10 CHF | 1.11 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 163'068 CHF | 164'568 CHF | 100.00% | 100.00% |
10.05.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 165'103 CHF | 166'603 CHF | 100.00% | 100.00% |
08.05.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 150'000 | 150'000 | 148'521 | 148'521 | 181'198 CHF | 182'698 CHF | 99.67% | 99.67% |
07.05.2024 | 0.82% | 1.20 CHF | 1.21 CHF | 150'000 | 150'000 | 149'929 | 149'929 | 182'162 CHF | 183'662 CHF | 99.75% | 99.75% |
06.05.2024 | 0.76% | 1.29 CHF | 1.30 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 197'659 CHF | 199'159 CHF | 100.00% | 100.00% |
03.05.2024 | 0.68% | 1.44 CHF | 1.45 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 221'666 CHF | 223'166 CHF | 99.97% | 99.97% |
02.05.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 246'304 CHF | 247'804 CHF | 99.51% | 99.51% |