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 | 1.74% | 0.57 CHF | 0.58 CHF | 200'000 | 200'000 | 199'703 | 199'703 | 114'361 CHF | 116'361 CHF | 100.00% | 100.00% |
15.05.2024 | 1.84% | 0.57 CHF | 0.58 CHF | 210'000 | 210'000 | 209'614 | 209'614 | 113'140 CHF | 115'240 CHF | 100.00% | 100.00% |
14.05.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 210'000 | 210'000 | 209'881 | 209'881 | 116'466 CHF | 118'566 CHF | 99.97% | 99.97% |
13.05.2024 | 1.78% | 0.55 CHF | 0.56 CHF | 210'000 | 210'000 | 210'000 | 210'000 | 117'168 CHF | 119'268 CHF | 100.00% | 100.00% |
10.05.2024 | 1.82% | 0.56 CHF | 0.57 CHF | 210'000 | 210'000 | 211'554 | 211'554 | 115'408 CHF | 117'524 CHF | 100.00% | 100.00% |
08.05.2024 | 2.04% | 0.51 CHF | 0.52 CHF | 230'000 | 230'000 | 230'000 | 230'000 | 111'957 CHF | 114'257 CHF | 99.24% | 99.24% |
07.05.2024 | 2.33% | 0.45 CHF | 0.46 CHF | 240'000 | 240'000 | 239'735 | 239'735 | 102'113 CHF | 104'513 CHF | 97.37% | 97.37% |
06.05.2024 | 2.17% | 0.43 CHF | 0.44 CHF | 240'000 | 240'000 | 240'000 | 240'000 | 109'522 CHF | 111'922 CHF | 100.00% | 100.00% |
03.05.2024 | 2.21% | 0.44 CHF | 0.45 CHF | 240'000 | 240'000 | 240'000 | 240'000 | 107'337 CHF | 109'737 CHF | 99.98% | 99.98% |
02.05.2024 | 2.26% | 0.44 CHF | 0.45 CHF | 240'000 | 240'000 | 239'877 | 239'877 | 105'140 CHF | 107'539 CHF | 100.00% | 100.00% |