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 | 1.40% | 0.71 CHF | 0.72 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 106'276 CHF | 107'776 CHF | 99.80% | 99.80% |
15.05.2024 | 1.38% | 0.74 CHF | 0.75 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 108'245 CHF | 109'745 CHF | 95.94% | 95.94% |
14.05.2024 | 1.37% | 0.66 CHF | 0.67 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 108'771 CHF | 110'271 CHF | 95.80% | 95.80% |
13.05.2024 | 1.44% | 0.70 CHF | 0.71 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 103'268 CHF | 104'768 CHF | 100.00% | 100.00% |
10.05.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 94'500 CHF | 96'000 CHF | 100.00% | 100.00% |
08.05.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 97'250 CHF | 98'750 CHF | 95.89% | 95.89% |
07.05.2024 | 1.64% | 0.68 CHF | 0.69 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 90'585 CHF | 92'085 CHF | 95.84% | 95.84% |
06.05.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 82'293 CHF | 83'793 CHF | 99.56% | 99.56% |
03.05.2024 | 1.89% | 0.55 CHF | 0.56 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 78'843 CHF | 80'343 CHF | 95.83% | 95.83% |
02.05.2024 | 1.57% | 0.66 CHF | 0.67 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 94'987 CHF | 96'487 CHF | 95.86% | 95.86% |