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 | 2.13% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 58'053 CHF | 59'303 CHF | 99.86% | 99.86% |
15.05.2024 | 2.03% | 0.49 CHF | 0.50 CHF | 125'000 | 125'000 | 123'402 | 123'402 | 60'070 CHF | 61'304 CHF | 100.00% | 100.00% |
14.05.2024 | 2.08% | 0.50 CHF | 0.51 CHF | 125'000 | 125'000 | 124'999 | 125'000 | 59'625 CHF | 60'876 CHF | 99.80% | 99.80% |
13.05.2024 | 2.12% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 58'223 CHF | 59'473 CHF | 100.00% | 100.00% |
10.05.2024 | 2.28% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 125'366 | 125'366 | 54'383 CHF | 55'636 CHF | 100.00% | 100.00% |
08.05.2024 | 2.53% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 147'914 | 147'914 | 57'635 CHF | 59'114 CHF | 100.00% | 100.00% |
07.05.2024 | 2.85% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 153'482 | 153'482 | 53'141 CHF | 54'676 CHF | 99.83% | 99.83% |
06.05.2024 | 2.97% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 166'909 | 166'909 | 55'257 CHF | 56'926 CHF | 99.78% | 99.78% |
03.05.2024 | 2.94% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 156'640 | 156'640 | 52'535 CHF | 54'101 CHF | 100.00% | 100.00% |
02.05.2024 | 2.81% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 52'616 CHF | 54'116 CHF | 100.00% | 100.00% |