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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 1.56% | 0.63 CHF | 0.64 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 254'802 CHF | 258'802 CHF | 100.00% | 100.00% |
16.05.2024 | 1.63% | 0.60 CHF | 0.61 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 243'497 CHF | 247'497 CHF | 99.83% | 99.83% |
15.05.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 253'988 CHF | 257'988 CHF | 100.00% | 100.00% |
14.05.2024 | 1.59% | 0.65 CHF | 0.66 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 250'304 CHF | 254'304 CHF | 99.78% | 99.78% |
13.05.2024 | 1.62% | 0.61 CHF | 0.62 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 244'575 CHF | 248'575 CHF | 100.00% | 100.00% |
10.05.2024 | 1.72% | 0.60 CHF | 0.61 CHF | 400'000 | 400'000 | 420'220 | 420'221 | 242'356 CHF | 246'559 CHF | 100.00% | 100.00% |
08.05.2024 | 1.86% | 0.53 CHF | 0.54 CHF | 425'000 | 425'000 | 425'362 | 425'363 | 226'012 CHF | 230'267 CHF | 100.00% | 100.00% |
07.05.2024 | 2.04% | 0.50 CHF | 0.51 CHF | 450'000 | 450'000 | 450'322 | 450'322 | 218'790 CHF | 223'293 CHF | 99.79% | 99.79% |
06.05.2024 | 2.14% | 0.45 CHF | 0.46 CHF | 475'000 | 475'000 | 454'666 | 454'665 | 210'670 CHF | 215'216 CHF | 99.77% | 99.77% |
03.05.2024 | 2.11% | 0.45 CHF | 0.46 CHF | 475'000 | 475'000 | 453'884 | 453'886 | 212'823 CHF | 217'363 CHF | 100.00% | 100.00% |