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 | 2.17% | 0.79 CHF | 0.80 CHF | 150'000 | 150'000 | 68'523 | 68'523 | 50'276 CHF | 51'171 CHF | 100.00% | 100.00% |
15.05.2024 | 2.14% | 0.68 CHF | 0.69 CHF | 155'000 | 155'000 | 69'299 | 69'299 | 49'328 CHF | 50'231 CHF | 99.90% | 99.90% |
14.05.2024 | 2.09% | 0.77 CHF | 0.78 CHF | 150'000 | 150'000 | 68'606 | 68'606 | 51'203 CHF | 52'097 CHF | 100.00% | 100.00% |
13.05.2024 | 2.12% | 0.73 CHF | 0.74 CHF | 155'000 | 155'000 | 69'478 | 69'478 | 50'790 CHF | 51'693 CHF | 100.00% | 100.00% |
10.05.2024 | 2.00% | 0.74 CHF | 0.75 CHF | 155'000 | 155'000 | 68'279 | 68'279 | 52'043 CHF | 52'930 CHF | 100.00% | 100.00% |
08.05.2024 | 2.24% | 0.71 CHF | 0.72 CHF | 155'000 | 155'000 | 68'898 | 68'898 | 47'741 CHF | 48'642 CHF | 98.39% | 98.39% |
07.05.2024 | 2.22% | 0.71 CHF | 0.72 CHF | 155'000 | 155'000 | 69'574 | 69'574 | 48'454 CHF | 49'361 CHF | 98.44% | 98.44% |
06.05.2024 | 2.02% | 0.78 CHF | 0.79 CHF | 150'000 | 150'000 | 68'776 | 68'776 | 52'822 CHF | 53'717 CHF | 99.13% | 99.13% |
03.05.2024 | 2.12% | 0.73 CHF | 0.74 CHF | 155'000 | 155'000 | 69'505 | 69'505 | 50'625 CHF | 51'529 CHF | 100.00% | 100.00% |
02.05.2024 | 2.46% | 0.70 CHF | 0.71 CHF | 155'000 | 155'000 | 70'825 | 70'825 | 45'217 CHF | 46'140 CHF | 100.00% | 100.00% |