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 | 2.05% | 0.53 CHF | 0.54 CHF | 210'000 | 210'000 | 97'735 | 97'735 | 49'371 CHF | 50'356 CHF | 99.87% | 99.87% |
15.05.2024 | 1.91% | 0.47 CHF | 0.48 CHF | 200'000 | 200'000 | 82'806 | 82'806 | 44'914 CHF | 45'756 CHF | 99.45% | 99.45% |
14.05.2024 | 1.73% | 0.59 CHF | 0.60 CHF | 190'000 | 190'000 | 85'739 | 85'739 | 50'603 CHF | 51'465 CHF | 99.99% | 99.99% |
13.05.2024 | 1.68% | 0.61 CHF | 0.62 CHF | 190'000 | 190'000 | 85'938 | 85'938 | 52'486 CHF | 53'349 CHF | 100.00% | 100.00% |
10.05.2024 | 1.65% | 0.60 CHF | 0.61 CHF | 190'000 | 190'000 | 84'057 | 84'057 | 51'795 CHF | 52'640 CHF | 99.77% | 99.77% |
08.05.2024 | 1.69% | 0.62 CHF | 0.63 CHF | 190'000 | 190'000 | 65'420 | 65'420 | 40'045 CHF | 40'702 CHF | 97.46% | 97.46% |
07.05.2024 | 1.24% | 0.60 CHF | 0.61 CHF | 160'000 | 160'000 | 58'320 | 58'320 | 44'556 CHF | 45'141 CHF | 94.60% | 94.60% |
06.05.2024 | 1.07% | 1.00 CHF | 1.01 CHF | 160'000 | 160'000 | 71'770 | 71'770 | 69'587 CHF | 70'308 CHF | 100.00% | 100.00% |
03.05.2024 | 1.14% | 0.90 CHF | 0.91 CHF | 160'000 | 160'000 | 64'981 | 64'981 | 58'691 CHF | 59'344 CHF | 100.00% | 100.00% |
02.05.2024 | 1.22% | 0.87 CHF | 0.88 CHF | 170'000 | 170'000 | 79'573 | 79'573 | 67'166 CHF | 67'965 CHF | 99.95% | 99.95% |