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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 1.08% | 0.96 CHF | 0.97 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 138'125 CHF | 139'625 CHF | 100.00% | 100.00% |
16.05.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 128'012 CHF | 129'512 CHF | 99.82% | 99.82% |
15.05.2024 | 1.25% | 0.87 CHF | 0.88 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 119'604 CHF | 121'104 CHF | 100.00% | 100.00% |
14.05.2024 | 1.29% | 0.78 CHF | 0.79 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 115'638 CHF | 117'138 CHF | 99.80% | 99.80% |
13.05.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 125'257 CHF | 126'757 CHF | 100.00% | 100.00% |
10.05.2024 | 1.25% | 0.78 CHF | 0.79 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 119'478 CHF | 120'978 CHF | 100.00% | 100.00% |
08.05.2024 | 1.22% | 0.79 CHF | 0.80 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 122'647 CHF | 124'147 CHF | 100.00% | 100.00% |
07.05.2024 | 1.42% | 0.79 CHF | 0.80 CHF | 150'000 | 150'000 | 150'784 | 150'784 | 105'583 CHF | 107'091 CHF | 99.78% | 99.78% |
06.05.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 150'000 | 150'000 | 150'136 | 150'137 | 100'833 CHF | 102'335 CHF | 100.00% | 100.00% |
03.05.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 175'000 | 175'000 | 161'456 | 161'458 | 108'113 CHF | 109'729 CHF | 100.00% | 100.00% |