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 | 3.00% | 0.34 CHF | 0.35 CHF | 175'000 | 175'000 | 173'156 | 173'156 | 56'921 CHF | 58'653 CHF | 100.00% | 100.00% |
15.05.2024 | 2.07% | 0.47 CHF | 0.48 CHF | 150'000 | 150'000 | 168'940 | 168'940 | 80'979 CHF | 82'669 CHF | 100.00% | 100.00% |
14.05.2024 | 1.83% | 0.53 CHF | 0.54 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 108'525 CHF | 110'525 CHF | 100.00% | 100.00% |
13.05.2024 | 2.02% | 0.47 CHF | 0.48 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 85'999 CHF | 87'749 CHF | 100.00% | 100.00% |
10.05.2024 | 1.97% | 0.51 CHF | 0.52 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 75'465 CHF | 76'965 CHF | 100.00% | 100.00% |
08.05.2024 | 1.70% | 0.59 CHF | 0.60 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 87'331 CHF | 88'831 CHF | 100.00% | 100.00% |
07.05.2024 | 1.58% | 0.59 CHF | 0.60 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 78'362 CHF | 79'612 CHF | 100.00% | 100.00% |
06.05.2024 | 1.48% | 0.66 CHF | 0.67 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 83'814 CHF | 85'064 CHF | 100.00% | 100.00% |
03.05.2024 | 1.33% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 74'716 CHF | 75'716 CHF | 100.00% | 100.00% |
02.05.2024 | 1.44% | 0.80 CHF | 0.81 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 86'622 CHF | 87'872 CHF | 100.00% | 100.00% |