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 | 2.84% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 52'014 CHF | 53'514 CHF | 99.86% | 99.86% |
15.05.2024 | 2.89% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 155'195 | 155'195 | 52'835 CHF | 54'387 CHF | 100.00% | 100.00% |
14.05.2024 | 2.80% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 52'935 CHF | 54'435 CHF | 99.78% | 99.78% |
13.05.2024 | 2.65% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 55'867 CHF | 57'367 CHF | 100.00% | 100.00% |
10.05.2024 | 2.96% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 166'413 | 166'413 | 55'291 CHF | 56'956 CHF | 100.00% | 100.00% |
08.05.2024 | 3.28% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 52'469 CHF | 54'219 CHF | 100.00% | 100.00% |
07.05.2024 | 3.61% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 197'764 | 197'764 | 53'852 CHF | 55'830 CHF | 99.86% | 99.86% |
06.05.2024 | 3.80% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 201'040 | 201'040 | 51'956 CHF | 53'967 CHF | 99.83% | 99.83% |
03.05.2024 | 3.49% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 195'036 | 195'036 | 54'953 CHF | 56'904 CHF | 100.00% | 100.00% |
02.05.2024 | 3.52% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 198'180 | 198'180 | 55'276 CHF | 57'257 CHF | 100.00% | 100.00% |