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 | 3.54% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 192'287 | 192'290 | 53'422 CHF | 55'346 CHF | 100.00% | 100.00% |
15.05.2024 | 3.25% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 185'629 | 185'629 | 56'244 CHF | 58'100 CHF | 99.63% | 99.63% |
14.05.2024 | 2.64% | 0.36 CHF | 0.37 CHF | 175'000 | 175'000 | 168'184 | 168'184 | 62'941 CHF | 64'623 CHF | 91.75% | 91.75% |
13.05.2024 | 2.75% | 0.36 CHF | 0.37 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 62'819 CHF | 64'569 CHF | 100.00% | 100.00% |
10.05.2024 | 2.97% | 0.35 CHF | 0.36 CHF | 175'000 | 175'000 | 179'178 | 179'178 | 59'352 CHF | 61'144 CHF | 99.80% | 99.80% |
08.05.2024 | 1.99% | 0.51 CHF | 0.52 CHF | 125'000 | 125'000 | 125'782 | 125'782 | 62'603 CHF | 63'861 CHF | 100.00% | 100.00% |
07.05.2024 | 1.51% | 0.54 CHF | 0.55 CHF | 125'000 | 125'000 | 106'459 | 106'456 | 69'747 CHF | 70'810 CHF | 100.00% | 100.00% |
06.05.2024 | 1.17% | 0.81 CHF | 0.82 CHF | 100'000 | 100'000 | 99'647 | 99'647 | 85'262 CHF | 86'258 CHF | 100.00% | 100.00% |
03.05.2024 | 0.95% | 1.03 CHF | 1.04 CHF | 75'000 | 75'000 | 79'386 | 79'386 | 82'741 CHF | 83'535 CHF | 94.92% | 94.92% |
02.05.2024 | 0.89% | 1.14 CHF | 1.15 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 84'115 CHF | 84'865 CHF | 100.00% | 100.00% |