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 | 1.77% | 0.58 CHF | 0.59 CHF | 150'000 | 150'000 | 149'999 | 149'997 | 84'331 CHF | 85'830 CHF | 100.00% | 100.00% |
15.05.2024 | 1.27% | 0.67 CHF | 0.68 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 118'118 CHF | 119'618 CHF | 99.03% | 99.03% |
14.05.2024 | 1.02% | 0.89 CHF | 0.90 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 145'848 CHF | 147'348 CHF | 98.84% | 98.84% |
13.05.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 146'330 CHF | 147'830 CHF | 100.00% | 100.00% |
10.05.2024 | 0.95% | 1.02 CHF | 1.03 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 158'047 CHF | 159'547 CHF | 100.00% | 100.00% |
08.05.2024 | 0.73% | 1.33 CHF | 1.34 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 204'066 CHF | 205'566 CHF | 100.00% | 100.00% |
07.05.2024 | 0.63% | 1.46 CHF | 1.47 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 237'799 CHF | 239'299 CHF | 100.00% | 100.00% |
06.05.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 274'801 CHF | 276'301 CHF | 100.00% | 100.00% |
03.05.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 299'834 CHF | 301'334 CHF | 94.55% | 94.55% |
02.05.2024 | 0.49% | 2.12 CHF | 2.13 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 305'260 CHF | 306'760 CHF | 100.00% | 100.00% |