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 | 1.71% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 99'293 | 99'293 | 57'473 CHF | 58'466 CHF | 100.00% | 100.00% |
15.05.2024 | 1.73% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 118'936 | 118'936 | 68'139 CHF | 69'328 CHF | 100.00% | 100.00% |
14.05.2024 | 1.94% | 0.53 CHF | 0.54 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 63'801 CHF | 65'051 CHF | 100.00% | 100.00% |
13.05.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 65'552 CHF | 66'802 CHF | 100.00% | 100.00% |
10.05.2024 | 1.84% | 0.54 CHF | 0.55 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 67'455 CHF | 68'705 CHF | 100.00% | 100.00% |
08.05.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 63'591 CHF | 64'841 CHF | 100.00% | 100.00% |
07.05.2024 | 2.09% | 0.49 CHF | 0.50 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 59'159 CHF | 60'409 CHF | 100.00% | 100.00% |
06.05.2024 | 2.20% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 56'101 CHF | 57'351 CHF | 100.00% | 100.00% |
03.05.2024 | 2.35% | 0.44 CHF | 0.45 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 63'273 CHF | 64'773 CHF | 100.00% | 100.00% |
02.05.2024 | 2.57% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 57'736 CHF | 59'236 CHF | 100.00% | 100.00% |