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 | 1.97% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 109'748 | 109'748 | 55'090 CHF | 56'188 CHF | 99.86% | 99.86% |
15.05.2024 | 1.95% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 102'582 | 102'582 | 51'972 CHF | 52'998 CHF | 100.00% | 100.00% |
14.05.2024 | 2.06% | 0.49 CHF | 0.50 CHF | 125'000 | 125'000 | 121'483 | 121'483 | 58'355 CHF | 59'570 CHF | 99.77% | 99.77% |
13.05.2024 | 2.09% | 0.49 CHF | 0.50 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 59'266 CHF | 60'516 CHF | 100.00% | 100.00% |
10.05.2024 | 2.10% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 125'524 | 125'524 | 59'232 CHF | 60'487 CHF | 100.00% | 100.00% |
08.05.2024 | 2.83% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 153'297 | 153'297 | 53'282 CHF | 54'815 CHF | 100.00% | 100.00% |
07.05.2024 | 3.89% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 205'409 | 205'409 | 51'833 CHF | 53'887 CHF | 99.84% | 99.84% |
06.05.2024 | 4.22% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 228'002 | 228'002 | 52'944 CHF | 55'224 CHF | 99.83% | 99.83% |
03.05.2024 | 5.11% | 0.19 CHF | 0.20 CHF | 250'000 | 250'000 | 274'819 | 274'819 | 52'361 CHF | 55'110 CHF | 100.00% | 100.00% |
02.05.2024 | 5.47% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 292'572 | 292'572 | 52'078 CHF | 55'003 CHF | 100.00% | 100.00% |