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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 2.42% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 125'783 | 125'783 | 51'407 CHF | 52'664 CHF | 100.00% | 100.00% |
16.05.2024 | 2.35% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 52'572 CHF | 53'822 CHF | 99.83% | 99.83% |
15.05.2024 | 2.46% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 135'766 | 135'784 | 54'506 CHF | 55'870 CHF | 100.00% | 100.00% |
14.05.2024 | 3.07% | 0.30 CHF | 0.31 CHF | 150'000 | 150'000 | 167'003 | 166'983 | 53'683 CHF | 55'347 CHF | 99.73% | 99.73% |
13.05.2024 | 2.58% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 148'436 | 148'435 | 56'879 CHF | 58'364 CHF | 100.00% | 100.00% |
10.05.2024 | 2.27% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 54'423 CHF | 55'673 CHF | 100.00% | 100.00% |
08.05.2024 | 2.33% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 125'317 | 125'317 | 53'237 CHF | 54'490 CHF | 100.00% | 100.00% |
07.05.2024 | 2.54% | 0.40 CHF | 0.41 CHF | 150'000 | 150'000 | 148'734 | 148'733 | 57'722 CHF | 59'209 CHF | 99.82% | 99.82% |
06.05.2024 | 2.50% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 136'631 | 136'630 | 53'815 CHF | 55'181 CHF | 99.78% | 99.78% |
03.05.2024 | 2.50% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 141'018 | 141'018 | 55'594 CHF | 57'004 CHF | 100.00% | 100.00% |