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 | 2.14% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 124'897 | 124'897 | 57'647 CHF | 58'896 CHF | 99.26% | 99.26% |
15.05.2024 | 1.88% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'099 | 100'099 | 52'662 CHF | 53'663 CHF | 99.39% | 99.39% |
14.05.2024 | 2.07% | 0.51 CHF | 0.52 CHF | 125'000 | 125'000 | 124'739 | 124'739 | 59'725 CHF | 60'972 CHF | 99.17% | 99.17% |
13.05.2024 | 2.11% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 124'476 | 124'476 | 58'341 CHF | 59'585 CHF | 99.38% | 99.38% |
10.05.2024 | 2.09% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 124'770 | 124'770 | 59'228 CHF | 60'476 CHF | 99.38% | 99.38% |
08.05.2024 | 1.98% | 0.49 CHF | 0.50 CHF | 100'000 | 100'000 | 107'076 | 107'076 | 53'475 CHF | 54'546 CHF | 99.39% | 99.39% |
07.05.2024 | 2.02% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 113'866 | 113'866 | 55'606 CHF | 56'745 CHF | 84.48% | 84.48% |
06.05.2024 | 2.62% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 143'646 | 143'646 | 53'914 CHF | 55'350 CHF | 95.51% | 95.51% |
03.05.2024 | 3.00% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 164'644 | 164'644 | 54'058 CHF | 55'705 CHF | 99.38% | 99.38% |
02.05.2024 | 3.20% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 173'956 | 173'956 | 53'567 CHF | 55'307 CHF | 99.38% | 99.38% |