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 | 1.64% | 0.60 CHF | 0.61 CHF | 225'000 | 225'000 | 222'462 | 222'462 | 134'253 CHF | 136'478 CHF | 100.00% | 100.00% |
15.05.2024 | 2.04% | 0.49 CHF | 0.50 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 121'483 CHF | 123'983 CHF | 100.00% | 100.00% |
14.05.2024 | 2.25% | 0.45 CHF | 0.46 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 110'086 CHF | 112'586 CHF | 100.00% | 100.00% |
13.05.2024 | 2.04% | 0.50 CHF | 0.51 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 121'344 CHF | 123'844 CHF | 100.00% | 100.00% |
10.05.2024 | 2.07% | 0.47 CHF | 0.48 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 119'325 CHF | 121'825 CHF | 100.00% | 100.00% |
08.05.2024 | 2.29% | 0.43 CHF | 0.44 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 108'121 CHF | 110'621 CHF | 100.00% | 100.00% |
07.05.2024 | 2.40% | 0.43 CHF | 0.44 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 123'329 CHF | 126'329 CHF | 100.00% | 100.00% |
06.05.2024 | 2.51% | 0.40 CHF | 0.41 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 118'032 CHF | 121'032 CHF | 100.00% | 100.00% |
03.05.2024 | 2.70% | 0.38 CHF | 0.39 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 109'634 CHF | 112'634 CHF | 100.00% | 100.00% |
02.05.2024 | 2.47% | 0.35 CHF | 0.36 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 100'366 CHF | 102'866 CHF | 100.00% | 100.00% |