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 | 1.43% | 0.67 CHF | 0.68 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 52'226 CHF | 52'976 CHF | 99.86% | 99.86% |
15.05.2024 | 1.42% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 52'456 CHF | 53'206 CHF | 100.00% | 100.00% |
14.05.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 75'000 | 75'000 | 75'261 | 75'261 | 51'156 CHF | 51'909 CHF | 99.77% | 99.77% |
13.05.2024 | 1.48% | 0.68 CHF | 0.69 CHF | 75'000 | 75'000 | 76'042 | 76'042 | 51'073 CHF | 51'834 CHF | 100.00% | 100.00% |
10.05.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 75'000 | 75'000 | 83'799 | 83'799 | 55'444 CHF | 56'282 CHF | 100.00% | 100.00% |
08.05.2024 | 1.75% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'512 | 100'512 | 56'913 CHF | 57'918 CHF | 100.00% | 100.00% |
07.05.2024 | 2.05% | 0.51 CHF | 0.52 CHF | 125'000 | 125'000 | 124'209 | 124'209 | 60'103 CHF | 61'345 CHF | 99.85% | 99.85% |
06.05.2024 | 2.13% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 124'743 | 124'743 | 57'973 CHF | 59'220 CHF | 99.82% | 99.82% |
03.05.2024 | 2.34% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 52'934 CHF | 54'184 CHF | 100.00% | 100.00% |
02.05.2024 | 2.40% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 51'452 CHF | 52'702 CHF | 100.00% | 100.00% |