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 | 2.46% | 0.39 CHF | 0.40 CHF | 130'000 | 130'000 | 129'804 | 129'804 | 52'195 CHF | 53'495 CHF | 100.00% | 100.00% |
15.05.2024 | 2.23% | 0.45 CHF | 0.46 CHF | 130'000 | 130'000 | 129'759 | 129'759 | 57'671 CHF | 58'971 CHF | 100.00% | 100.00% |
14.05.2024 | 2.32% | 0.47 CHF | 0.48 CHF | 130'000 | 130'000 | 136'297 | 136'297 | 58'208 CHF | 59'572 CHF | 99.99% | 99.99% |
13.05.2024 | 2.42% | 0.41 CHF | 0.42 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 61'175 CHF | 62'675 CHF | 99.45% | 99.45% |
10.05.2024 | 2.75% | 0.39 CHF | 0.40 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 61'031 CHF | 62'731 CHF | 100.00% | 100.00% |
08.05.2024 | 3.27% | 0.30 CHF | 0.31 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 51'132 CHF | 52'832 CHF | 98.93% | 98.93% |
07.05.2024 | 3.98% | 0.27 CHF | 0.28 CHF | 170'000 | 170'000 | 169'821 | 169'821 | 42'035 CHF | 43'735 CHF | 99.89% | 99.89% |
06.05.2024 | 4.27% | 0.21 CHF | 0.22 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 39'028 CHF | 40'728 CHF | 100.00% | 100.00% |
03.05.2024 | 4.13% | 0.21 CHF | 0.22 CHF | 170'000 | 170'000 | 169'986 | 169'986 | 40'406 CHF | 42'106 CHF | 99.96% | 99.96% |
02.05.2024 | 3.77% | 0.26 CHF | 0.27 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 44'273 CHF | 45'973 CHF | 98.52% | 98.52% |