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 | 1.71% | 0.55 CHF | 0.56 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 115'793 CHF | 117'793 CHF | 99.82% | 99.82% |
15.05.2024 | 1.72% | 0.59 CHF | 0.60 CHF | 200'000 | 200'000 | 201'170 | 201'171 | 116'339 CHF | 118'352 CHF | 100.00% | 100.00% |
14.05.2024 | 1.94% | 0.54 CHF | 0.55 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 115'147 CHF | 117'397 CHF | 99.80% | 99.80% |
13.05.2024 | 1.88% | 0.53 CHF | 0.54 CHF | 225'000 | 225'000 | 224'618 | 224'618 | 118'454 CHF | 120'700 CHF | 100.00% | 100.00% |
10.05.2024 | 1.81% | 0.54 CHF | 0.55 CHF | 200'000 | 200'000 | 220'237 | 220'241 | 120'262 CHF | 122'467 CHF | 100.00% | 100.00% |
08.05.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 225'000 | 225'000 | 224'983 | 225'000 | 114'327 CHF | 116'585 CHF | 100.00% | 100.00% |
07.05.2024 | 2.12% | 0.48 CHF | 0.49 CHF | 225'000 | 225'000 | 236'038 | 236'055 | 110'279 CHF | 112'647 CHF | 99.82% | 99.82% |
06.05.2024 | 2.24% | 0.44 CHF | 0.45 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 110'255 CHF | 112'755 CHF | 99.77% | 99.77% |
03.05.2024 | 2.40% | 0.44 CHF | 0.45 CHF | 250'000 | 250'000 | 249'983 | 250'000 | 103'323 CHF | 105'830 CHF | 100.00% | 100.00% |
02.05.2024 | 2.65% | 0.37 CHF | 0.38 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 93'263 CHF | 95'763 CHF | 100.00% | 100.00% |