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 | 2.49% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 59'791 CHF | 61'291 CHF | 99.56% | 99.56% |
15.05.2024 | 2.38% | 0.43 CHF | 0.44 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 62'537 CHF | 64'037 CHF | 99.50% | 99.50% |
14.05.2024 | 2.07% | 0.43 CHF | 0.44 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 71'966 CHF | 73'466 CHF | 99.55% | 99.55% |
13.05.2024 | 2.23% | 0.46 CHF | 0.47 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 66'424 CHF | 67'924 CHF | 99.56% | 99.56% |
10.05.2024 | 2.36% | 0.41 CHF | 0.42 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 62'894 CHF | 64'394 CHF | 98.21% | 98.21% |
08.05.2024 | 2.74% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 54'080 CHF | 55'580 CHF | 99.53% | 99.53% |
07.05.2024 | 2.87% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 51'551 CHF | 53'051 CHF | 99.50% | 99.50% |
06.05.2024 | 2.98% | 0.32 CHF | 0.33 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 49'557 CHF | 51'057 CHF | 99.56% | 99.56% |
03.05.2024 | 3.05% | 0.32 CHF | 0.33 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 48'466 CHF | 49'966 CHF | 99.34% | 99.34% |
02.05.2024 | 2.70% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 54'969 CHF | 56'469 CHF | 99.49% | 99.49% |