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 | 2.81% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 52'597 CHF | 54'097 CHF | 98.49% | 98.49% |
15.05.2024 | 2.99% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 49'375 CHF | 50'875 CHF | 98.32% | 98.32% |
14.05.2024 | 2.86% | 0.33 CHF | 0.34 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 51'807 CHF | 53'307 CHF | 99.37% | 99.37% |
13.05.2024 | 2.80% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 52'790 CHF | 54'290 CHF | 98.93% | 98.93% |
10.05.2024 | 2.82% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 52'849 CHF | 54'349 CHF | 99.37% | 99.37% |
08.05.2024 | 3.26% | 0.30 CHF | 0.31 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 45'288 CHF | 46'788 CHF | 99.36% | 99.36% |
07.05.2024 | 3.72% | 0.23 CHF | 0.24 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 39'693 CHF | 41'193 CHF | 94.70% | 94.70% |
06.05.2024 | 3.50% | 0.28 CHF | 0.29 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 42'098 CHF | 43'598 CHF | 99.36% | 99.36% |
03.05.2024 | 3.50% | 0.29 CHF | 0.30 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 42'128 CHF | 43'628 CHF | 99.36% | 99.36% |
02.05.2024 | 3.59% | 0.26 CHF | 0.27 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 41'035 CHF | 42'535 CHF | 99.37% | 99.37% |