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 | 2.01% | 0.49 CHF | 0.50 CHF | 170'000 | 170'000 | 169'744 | 169'744 | 84'033 CHF | 85'733 CHF | 100.00% | 100.00% |
15.05.2024 | 1.91% | 0.52 CHF | 0.53 CHF | 160'000 | 160'000 | 160'414 | 160'414 | 83'544 CHF | 85'151 CHF | 100.00% | 100.00% |
14.05.2024 | 1.94% | 0.54 CHF | 0.55 CHF | 160'000 | 160'000 | 166'279 | 166'279 | 85'059 CHF | 86'723 CHF | 100.00% | 100.00% |
13.05.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 84'280 CHF | 85'980 CHF | 99.83% | 99.83% |
10.05.2024 | 2.13% | 0.48 CHF | 0.49 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 78'820 CHF | 80'520 CHF | 100.00% | 100.00% |
08.05.2024 | 2.36% | 0.42 CHF | 0.43 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 71'328 CHF | 73'028 CHF | 98.93% | 98.93% |
07.05.2024 | 2.61% | 0.40 CHF | 0.41 CHF | 170'000 | 170'000 | 169'738 | 169'738 | 64'420 CHF | 66'120 CHF | 99.89% | 99.89% |
06.05.2024 | 2.70% | 0.35 CHF | 0.36 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 62'030 CHF | 63'730 CHF | 100.00% | 100.00% |
03.05.2024 | 2.65% | 0.35 CHF | 0.36 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 63'437 CHF | 65'137 CHF | 99.99% | 99.99% |
02.05.2024 | 2.53% | 0.39 CHF | 0.40 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 66'437 CHF | 68'137 CHF | 98.52% | 98.52% |