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 | 1.38% | 8.10 CHF | 8.13 CHF | 150'000 | 150'000 | 122'889 | 122'424 | 962'988 CHF | 963'815 CHF | 99.99% | 99.99% |
15.05.2024 | 1.27% | 7.50 CHF | 7.53 CHF | 150'000 | 150'000 | 122'520 | 122'052 | 977'222 CHF | 977'591 CHF | 99.29% | 99.29% |
14.05.2024 | 1.29% | 7.98 CHF | 8.01 CHF | 150'000 | 150'000 | 122'638 | 122'638 | 968'748 CHF | 972'832 CHF | 99.49% | 99.49% |
13.05.2024 | 1.80% | 8.12 CHF | 8.15 CHF | 150'000 | 150'000 | 123'023 | 122'558 | 801'757 CHF | 803'404 CHF | 100.00% | 100.00% |
10.05.2024 | 1.74% | 5.51 CHF | 5.54 CHF | 150'000 | 150'000 | 123'927 | 123'524 | 715'295 CHF | 717'192 CHF | 98.28% | 98.28% |
08.05.2024 | 1.13% | 5.96 CHF | 5.99 CHF | 150'000 | 150'000 | 123'624 | 123'205 | 675'340 CHF | 676'782 CHF | 98.28% | 98.28% |
07.05.2024 | 0.76% | 6.05 CHF | 6.07 CHF | 150'000 | 150'000 | 122'938 | 122'473 | 881'695 CHF | 880'734 CHF | 100.00% | 100.00% |
06.05.2024 | 1.13% | 7.51 CHF | 7.53 CHF | 150'000 | 150'000 | 83'042 | 82'739 | 606'957 CHF | 607'108 CHF | 97.41% | 97.41% |
03.05.2024 | 0.66% | 7.47 CHF | 7.49 CHF | 150'000 | 150'000 | 125'868 | 125'573 | 984'862 CHF | 985'175 CHF | 97.48% | 97.48% |
02.05.2024 | 0.77% | 6.97 CHF | 6.99 CHF | 150'000 | 150'000 | 124'959 | 124'607 | 919'246 CHF | 919'480 CHF | 98.10% | 98.10% |