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 | 2.02% | 0.52 CHF | 0.53 CHF | 225'000 | 225'000 | 225'264 | 225'264 | 110'617 CHF | 112'870 CHF | 100.00% | 100.00% |
15.05.2024 | 1.97% | 0.47 CHF | 0.48 CHF | 225'000 | 225'000 | 226'176 | 226'176 | 113'811 CHF | 116'073 CHF | 100.00% | 100.00% |
14.05.2024 | 1.76% | 0.55 CHF | 0.56 CHF | 200'000 | 200'000 | 202'260 | 202'260 | 113'778 CHF | 115'801 CHF | 92.22% | 92.22% |
13.05.2024 | 1.78% | 0.55 CHF | 0.56 CHF | 225'000 | 225'000 | 217'966 | 217'966 | 121'216 CHF | 123'396 CHF | 100.00% | 100.00% |
10.05.2024 | 1.89% | 0.55 CHF | 0.56 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 117'831 CHF | 120'081 CHF | 99.79% | 99.79% |
08.05.2024 | 1.58% | 0.63 CHF | 0.64 CHF | 175'000 | 175'000 | 189'861 | 189'861 | 119'135 CHF | 121'033 CHF | 100.00% | 100.00% |
07.05.2024 | 1.39% | 0.64 CHF | 0.65 CHF | 175'000 | 175'000 | 170'520 | 170'520 | 121'650 CHF | 123'355 CHF | 100.00% | 100.00% |
06.05.2024 | 1.19% | 0.81 CHF | 0.82 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 125'700 CHF | 127'200 CHF | 100.00% | 100.00% |
03.05.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 150'000 | 150'000 | 136'464 | 136'464 | 129'530 CHF | 130'894 CHF | 94.93% | 94.93% |
02.05.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 126'734 CHF | 127'984 CHF | 100.00% | 100.00% |