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 | 2.27% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 54'595 CHF | 55'845 CHF | 99.90% | 99.90% |
15.05.2024 | 2.19% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 56'346 CHF | 57'596 CHF | 100.00% | 100.00% |
14.05.2024 | 2.10% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 59'040 CHF | 60'290 CHF | 99.77% | 99.77% |
13.05.2024 | 2.13% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 58'034 CHF | 59'284 CHF | 100.00% | 100.00% |
10.05.2024 | 2.12% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 58'410 CHF | 59'660 CHF | 100.00% | 100.00% |
08.05.2024 | 2.04% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 60'515 CHF | 61'765 CHF | 96.89% | 96.89% |
07.05.2024 | 2.10% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 58'820 CHF | 60'070 CHF | 99.83% | 99.83% |
06.05.2024 | 2.18% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 56'662 CHF | 57'912 CHF | 99.76% | 99.76% |
03.05.2024 | 2.14% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 124'469 | 124'469 | 57'718 CHF | 58'963 CHF | 99.99% | 99.99% |
02.05.2024 | 1.93% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 51'267 CHF | 52'267 CHF | 100.00% | 100.00% |