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% | 0.58 CHF | 0.59 CHF | 180'000 | 180'000 | 179'866 | 179'866 | 104'660 CHF | 106'460 CHF | 100.00% | 100.00% |
15.05.2024 | 1.69% | 0.60 CHF | 0.61 CHF | 180'000 | 180'000 | 179'581 | 179'581 | 105'722 CHF | 107'522 CHF | 100.00% | 100.00% |
14.05.2024 | 1.81% | 0.57 CHF | 0.58 CHF | 180'000 | 180'000 | 180'111 | 180'111 | 98'599 CHF | 100'401 CHF | 100.00% | 100.00% |
13.05.2024 | 1.80% | 0.55 CHF | 0.56 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 99'349 CHF | 101'149 CHF | 100.00% | 100.00% |
10.05.2024 | 1.98% | 0.52 CHF | 0.53 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 94'963 CHF | 96'863 CHF | 100.00% | 100.00% |
08.05.2024 | 2.06% | 0.47 CHF | 0.48 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 91'461 CHF | 93'361 CHF | 99.08% | 99.08% |
07.05.2024 | 1.81% | 0.54 CHF | 0.55 CHF | 190'000 | 190'000 | 183'843 | 183'843 | 100'917 CHF | 102'757 CHF | 99.94% | 99.94% |
06.05.2024 | 3.11% | 0.33 CHF | 0.34 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 63'394 CHF | 65'394 CHF | 100.00% | 100.00% |
03.05.2024 | 3.45% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 200'096 | 200'096 | 57'076 CHF | 59'077 CHF | 100.00% | 100.00% |
02.05.2024 | 3.63% | 0.26 CHF | 0.27 CHF | 210'000 | 210'000 | 208'712 | 208'712 | 56'547 CHF | 58'634 CHF | 100.00% | 100.00% |