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% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 51'066 CHF | 52'316 CHF | 100.00% | 100.00% |
15.05.2024 | 2.35% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 52'530 CHF | 53'780 CHF | 100.00% | 100.00% |
14.05.2024 | 2.59% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 147'648 | 147'648 | 56'224 CHF | 57'701 CHF | 92.24% | 92.24% |
13.05.2024 | 2.72% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 54'388 CHF | 55'888 CHF | 100.00% | 100.00% |
10.05.2024 | 2.75% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 53'774 CHF | 55'274 CHF | 100.00% | 100.00% |
08.05.2024 | 2.75% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 53'811 CHF | 55'311 CHF | 100.00% | 100.00% |
07.05.2024 | 2.88% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 155'840 | 155'840 | 53'347 CHF | 54'906 CHF | 100.00% | 100.00% |
06.05.2024 | 3.44% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 183'696 | 183'696 | 52'434 CHF | 54'271 CHF | 100.00% | 100.00% |
03.05.2024 | 3.39% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 183'089 | 183'089 | 53'137 CHF | 54'968 CHF | 97.87% | 97.87% |
02.05.2024 | 3.31% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'733 | 175'733 | 52'165 CHF | 53'923 CHF | 100.00% | 100.00% |