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 | 1.46% | 0.64 CHF | 0.65 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 101'897 CHF | 103'397 CHF | 99.82% | 99.82% |
15.05.2024 | 1.48% | 0.69 CHF | 0.70 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 100'888 CHF | 102'388 CHF | 100.00% | 100.00% |
14.05.2024 | 1.74% | 0.61 CHF | 0.62 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 85'736 CHF | 87'236 CHF | 98.93% | 98.93% |
13.05.2024 | 1.67% | 0.60 CHF | 0.61 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 89'143 CHF | 90'643 CHF | 100.00% | 100.00% |
10.05.2024 | 1.60% | 0.61 CHF | 0.62 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 93'052 CHF | 94'552 CHF | 100.00% | 100.00% |
08.05.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 85'279 CHF | 86'779 CHF | 100.00% | 100.00% |
07.05.2024 | 1.95% | 0.53 CHF | 0.54 CHF | 150'000 | 150'000 | 194'220 | 194'226 | 98'569 CHF | 100'514 CHF | 99.82% | 99.82% |
06.05.2024 | 2.11% | 0.46 CHF | 0.47 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 117'123 CHF | 119'623 CHF | 99.78% | 99.78% |
03.05.2024 | 2.36% | 0.46 CHF | 0.47 CHF | 250'000 | 250'000 | 249'999 | 250'000 | 105'655 CHF | 108'155 CHF | 100.00% | 100.00% |
02.05.2024 | 2.73% | 0.36 CHF | 0.37 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 90'341 CHF | 92'841 CHF | 100.00% | 100.00% |