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 | 1.36% | 0.74 CHF | 0.75 CHF | 150'000 | 150'000 | 145'830 | 145'831 | 106'666 CHF | 108'126 CHF | 99.82% | 99.82% |
15.05.2024 | 1.69% | 0.59 CHF | 0.60 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 88'093 CHF | 89'593 CHF | 100.00% | 100.00% |
14.05.2024 | 1.75% | 0.57 CHF | 0.58 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 84'854 CHF | 86'354 CHF | 99.72% | 99.72% |
13.05.2024 | 1.56% | 0.63 CHF | 0.64 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 95'656 CHF | 97'156 CHF | 100.00% | 100.00% |
10.05.2024 | 1.53% | 0.66 CHF | 0.67 CHF | 150'000 | 150'000 | 149'987 | 150'000 | 97'176 CHF | 98'684 CHF | 100.00% | 100.00% |
08.05.2024 | 1.74% | 0.58 CHF | 0.59 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 85'629 CHF | 87'129 CHF | 100.00% | 100.00% |
07.05.2024 | 1.91% | 0.55 CHF | 0.56 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 77'986 CHF | 79'486 CHF | 99.77% | 99.77% |
06.05.2024 | 2.03% | 0.51 CHF | 0.52 CHF | 150'000 | 150'000 | 154'531 | 154'531 | 75'436 CHF | 76'982 CHF | 99.76% | 99.76% |
03.05.2024 | 2.14% | 0.45 CHF | 0.46 CHF | 175'000 | 175'000 | 174'753 | 174'753 | 80'729 CHF | 82'477 CHF | 100.00% | 100.00% |
02.05.2024 | 2.17% | 0.44 CHF | 0.45 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 79'912 CHF | 81'662 CHF | 100.00% | 100.00% |