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 | 2.42% | 0.43 CHF | 0.44 CHF | 110'000 | 110'000 | 51'258 | 51'258 | 21'753 CHF | 22'269 CHF | 100.00% | 100.00% |
15.05.2024 | 2.51% | 0.41 CHF | 0.42 CHF | 120'000 | 120'000 | 53'437 | 53'437 | 21'782 CHF | 22'320 CHF | 100.00% | 100.00% |
14.05.2024 | 2.48% | 0.41 CHF | 0.42 CHF | 120'000 | 120'000 | 52'738 | 52'738 | 21'637 CHF | 22'166 CHF | 99.99% | 99.99% |
13.05.2024 | 2.51% | 0.41 CHF | 0.42 CHF | 120'000 | 120'000 | 53'524 | 53'524 | 21'790 CHF | 22'328 CHF | 100.00% | 100.00% |
10.05.2024 | 2.55% | 0.40 CHF | 0.41 CHF | 120'000 | 120'000 | 53'520 | 53'520 | 21'546 CHF | 22'084 CHF | 100.00% | 100.00% |
08.05.2024 | 2.51% | 0.42 CHF | 0.43 CHF | 120'000 | 120'000 | 52'898 | 52'898 | 21'723 CHF | 22'254 CHF | 99.09% | 99.09% |
07.05.2024 | 2.44% | 0.41 CHF | 0.42 CHF | 120'000 | 120'000 | 53'525 | 53'525 | 22'331 CHF | 22'869 CHF | 99.95% | 99.95% |
06.05.2024 | 2.64% | 0.40 CHF | 0.41 CHF | 120'000 | 120'000 | 53'523 | 53'523 | 20'745 CHF | 21'283 CHF | 100.00% | 100.00% |
03.05.2024 | 2.75% | 0.38 CHF | 0.39 CHF | 130'000 | 130'000 | 60'977 | 60'977 | 22'714 CHF | 23'326 CHF | 99.97% | 99.97% |
02.05.2024 | 2.78% | 0.36 CHF | 0.37 CHF | 130'000 | 130'000 | 60'972 | 60'972 | 21'989 CHF | 22'602 CHF | 99.97% | 99.97% |