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 | 2.20% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 125'000 | 124'996 | 56'239 CHF | 57'487 CHF | 100.00% | 100.00% |
16.05.2024 | 2.18% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'000 | 124'996 | 56'710 CHF | 57'958 CHF | 99.82% | 99.82% |
15.05.2024 | 2.12% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 124'725 | 124'742 | 58'140 CHF | 59'396 CHF | 100.00% | 100.00% |
14.05.2024 | 2.42% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'525 | 125'525 | 51'178 CHF | 52'433 CHF | 99.72% | 99.72% |
13.05.2024 | 2.37% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 125'477 | 125'498 | 52'312 CHF | 53'576 CHF | 100.00% | 100.00% |
10.05.2024 | 2.86% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 156'980 | 156'983 | 54'077 CHF | 55'648 CHF | 100.00% | 100.00% |
08.05.2024 | 3.05% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 171'129 | 171'110 | 55'291 CHF | 56'996 CHF | 100.00% | 100.00% |
07.05.2024 | 2.32% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 129'120 | 129'387 | 55'011 CHF | 56'411 CHF | 99.59% | 99.59% |
06.05.2024 | 5.73% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 306'628 | 306'569 | 52'005 CHF | 55'061 CHF | 99.76% | 99.76% |
03.05.2024 | 6.38% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 345'928 | 345'989 | 52'468 CHF | 55'938 CHF | 100.00% | 100.00% |