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 | 1.72% | 0.58 CHF | 0.59 CHF | 110'000 | 110'000 | 109'916 | 109'916 | 63'639 CHF | 64'739 CHF | 99.75% | 99.75% |
15.05.2024 | 1.64% | 0.60 CHF | 0.61 CHF | 110'000 | 110'000 | 109'766 | 109'766 | 66'512 CHF | 67'612 CHF | 100.00% | 100.00% |
14.05.2024 | 1.70% | 0.58 CHF | 0.59 CHF | 110'000 | 110'000 | 109'979 | 109'979 | 64'375 CHF | 65'475 CHF | 100.00% | 100.00% |
13.05.2024 | 2.01% | 0.48 CHF | 0.49 CHF | 120'000 | 120'000 | 119'892 | 119'892 | 58'985 CHF | 60'184 CHF | 100.00% | 100.00% |
10.05.2024 | 2.26% | 0.43 CHF | 0.44 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 52'547 CHF | 53'747 CHF | 100.00% | 100.00% |
08.05.2024 | 2.83% | 0.35 CHF | 0.36 CHF | 120'000 | 120'000 | 119'979 | 119'979 | 41'801 CHF | 43'001 CHF | 99.08% | 99.08% |
07.05.2024 | 3.05% | 0.34 CHF | 0.35 CHF | 120'000 | 120'000 | 121'796 | 121'796 | 39'400 CHF | 40'619 CHF | 99.94% | 99.94% |
06.05.2024 | 3.54% | 0.28 CHF | 0.29 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 36'156 CHF | 37'456 CHF | 100.00% | 100.00% |
03.05.2024 | 2.73% | 0.31 CHF | 0.32 CHF | 130'000 | 130'000 | 122'705 | 122'705 | 46'952 CHF | 48'179 CHF | 99.00% | 99.00% |
02.05.2024 | 2.27% | 0.43 CHF | 0.44 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 52'379 CHF | 53'579 CHF | 100.00% | 100.00% |