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 | 3.58% | 0.31 CHF | 0.32 CHF | 109'735 | 50'000 | 110'108 | 50'000 | 35'202 CHF | 16'564 CHF | 97.72% | 97.72% |
15.05.2024 | 3.69% | 0.30 CHF | 0.32 CHF | 109'582 | 50'000 | 109'939 | 49'760 | 33'993 CHF | 15'966 CHF | 98.90% | 98.90% |
14.05.2024 | 3.44% | 0.33 CHF | 0.34 CHF | 110'918 | 50'000 | 110'957 | 50'000 | 36'010 CHF | 16'792 CHF | 100.00% | 100.00% |
13.05.2024 | 3.79% | 0.36 CHF | 0.37 CHF | 112'321 | 50'000 | 111'530 | 50'000 | 37'893 CHF | 17'640 CHF | 100.00% | 100.00% |
10.05.2024 | 4.09% | 0.34 CHF | 0.35 CHF | 111'451 | 50'000 | 110'364 | 50'000 | 34'686 CHF | 16'364 CHF | 100.00% | 100.00% |
08.05.2024 | 3.71% | 0.33 CHF | 0.34 CHF | 111'415 | 50'000 | 110'803 | 50'000 | 35'460 CHF | 16'590 CHF | 98.83% | 98.83% |
07.05.2024 | 3.31% | 0.32 CHF | 0.33 CHF | 110'604 | 50'000 | 111'284 | 50'000 | 37'300 CHF | 17'322 CHF | 97.06% | 97.06% |
06.05.2024 | 3.47% | 0.36 CHF | 0.37 CHF | 111'979 | 50'000 | 111'392 | 50'000 | 38'242 CHF | 17'766 CHF | 100.00% | 100.00% |
03.05.2024 | 3.75% | 0.32 CHF | 0.33 CHF | 110'392 | 50'000 | 110'973 | 50'000 | 36'396 CHF | 17'019 CHF | 97.94% | 97.94% |
02.05.2024 | 3.18% | 0.36 CHF | 0.37 CHF | 113'073 | 50'000 | 112'499 | 50'000 | 39'099 CHF | 17'937 CHF | 99.40% | 99.40% |