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 | 1.34% | 0.75 CHF | 0.76 CHF | 110'000 | 110'000 | 109'916 | 109'916 | 81'790 CHF | 82'890 CHF | 99.75% | 99.75% |
15.05.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 110'000 | 110'000 | 109'743 | 109'743 | 84'768 CHF | 85'868 CHF | 100.00% | 100.00% |
14.05.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 110'000 | 110'000 | 109'979 | 109'979 | 82'720 CHF | 83'820 CHF | 100.00% | 100.00% |
13.05.2024 | 1.51% | 0.64 CHF | 0.65 CHF | 120'000 | 120'000 | 119'892 | 119'892 | 78'785 CHF | 79'984 CHF | 100.00% | 100.00% |
10.05.2024 | 1.64% | 0.60 CHF | 0.61 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 72'476 CHF | 73'676 CHF | 100.00% | 100.00% |
08.05.2024 | 1.93% | 0.52 CHF | 0.53 CHF | 120'000 | 120'000 | 119'977 | 119'977 | 61'533 CHF | 62'733 CHF | 99.09% | 99.09% |
07.05.2024 | 2.03% | 0.51 CHF | 0.52 CHF | 120'000 | 120'000 | 121'792 | 121'792 | 59'443 CHF | 60'662 CHF | 99.94% | 99.94% |
06.05.2024 | 2.24% | 0.45 CHF | 0.46 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 57'584 CHF | 58'884 CHF | 100.00% | 100.00% |
03.05.2024 | 1.86% | 0.48 CHF | 0.49 CHF | 130'000 | 130'000 | 122'707 | 122'707 | 67'166 CHF | 68'393 CHF | 99.03% | 99.03% |
02.05.2024 | 1.65% | 0.60 CHF | 0.61 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 72'191 CHF | 73'391 CHF | 100.00% | 100.00% |