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 | 1.28% | 0.77 CHF | 0.78 CHF | 150'000 | 150'000 | 149'770 | 149'770 | 116'632 CHF | 118'132 CHF | 100.00% | 100.00% |
15.05.2024 | 1.15% | 0.84 CHF | 0.85 CHF | 150'000 | 150'000 | 144'157 | 144'157 | 138'224 CHF | 139'705 CHF | 99.92% | 99.92% |
14.05.2024 | 0.92% | 1.04 CHF | 1.05 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 161'531 CHF | 163'031 CHF | 99.97% | 99.97% |
13.05.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 157'125 CHF | 158'625 CHF | 100.00% | 100.00% |
10.05.2024 | 0.93% | 1.10 CHF | 1.11 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 159'917 CHF | 161'417 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 186'160 CHF | 187'660 CHF | 99.67% | 99.67% |
07.05.2024 | 0.80% | 1.21 CHF | 1.22 CHF | 150'000 | 150'000 | 149'935 | 149'935 | 186'918 CHF | 188'418 CHF | 99.74% | 99.74% |
06.05.2024 | 0.71% | 1.36 CHF | 1.37 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 209'378 CHF | 210'878 CHF | 100.00% | 100.00% |
03.05.2024 | 0.61% | 1.58 CHF | 1.59 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 228'524 CHF | 229'924 CHF | 99.84% | 99.84% |
02.05.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 130'000 | 130'000 | 128'072 | 128'072 | 240'430 CHF | 241'711 CHF | 99.47% | 99.47% |