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 | 1.50% | 0.68 CHF | 0.69 CHF | 150'000 | 150'000 | 148'760 | 148'760 | 98'244 CHF | 99'732 CHF | 100.00% | 100.00% |
15.05.2024 | 1.49% | 0.66 CHF | 0.67 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 83'401 CHF | 84'651 CHF | 100.00% | 100.00% |
14.05.2024 | 1.37% | 0.70 CHF | 0.71 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 90'398 CHF | 91'648 CHF | 100.00% | 100.00% |
13.05.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 88'959 CHF | 90'209 CHF | 100.00% | 100.00% |
10.05.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 87'277 CHF | 88'527 CHF | 100.00% | 100.00% |
08.05.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 91'023 CHF | 92'273 CHF | 100.00% | 100.00% |
07.05.2024 | 1.30% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 76'727 CHF | 77'727 CHF | 100.00% | 100.00% |
06.05.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 79'781 CHF | 80'781 CHF | 100.00% | 100.00% |
03.05.2024 | 1.19% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 83'740 CHF | 84'740 CHF | 100.00% | 100.00% |
02.05.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 89'357 CHF | 90'357 CHF | 100.00% | 100.00% |