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 | 1.97% | 0.54 CHF | 0.55 CHF | 210'000 | 210'000 | 101'884 | 101'884 | 52'652 CHF | 53'674 CHF | 100.00% | 100.00% |
15.05.2024 | 2.14% | 0.47 CHF | 0.48 CHF | 210'000 | 210'000 | 102'237 | 102'237 | 48'166 CHF | 49'192 CHF | 100.00% | 100.00% |
14.05.2024 | 2.27% | 0.45 CHF | 0.46 CHF | 220'000 | 220'000 | 103'027 | 103'027 | 45'841 CHF | 46'874 CHF | 99.99% | 99.99% |
13.05.2024 | 2.53% | 0.48 CHF | 0.49 CHF | 210'000 | 210'000 | 103'706 | 103'706 | 43'154 CHF | 44'192 CHF | 100.00% | 100.00% |
10.05.2024 | 2.48% | 0.40 CHF | 0.41 CHF | 220'000 | 220'000 | 107'317 | 107'317 | 43'600 CHF | 44'675 CHF | 100.00% | 100.00% |
08.05.2024 | 2.43% | 0.37 CHF | 0.38 CHF | 220'000 | 220'000 | 104'007 | 104'007 | 42'217 CHF | 43'259 CHF | 98.74% | 98.74% |
07.05.2024 | 2.10% | 0.49 CHF | 0.50 CHF | 210'000 | 210'000 | 103'020 | 103'020 | 49'984 CHF | 51'017 CHF | 99.61% | 99.61% |
06.05.2024 | 2.14% | 0.46 CHF | 0.47 CHF | 210'000 | 210'000 | 102'971 | 102'971 | 48'731 CHF | 49'762 CHF | 100.00% | 100.00% |
03.05.2024 | 2.26% | 0.45 CHF | 0.46 CHF | 220'000 | 220'000 | 97'243 | 97'243 | 43'661 CHF | 44'635 CHF | 99.98% | 99.98% |
02.05.2024 | 2.28% | 0.43 CHF | 0.44 CHF | 220'000 | 220'000 | 103'011 | 103'011 | 44'868 CHF | 45'899 CHF | 99.98% | 99.98% |