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 | 2.26% | 0.45 CHF | 0.46 CHF | 160'000 | 160'000 | 159'411 | 159'411 | 70'222 CHF | 71'822 CHF | 100.00% | 100.00% |
15.05.2024 | 2.10% | 0.45 CHF | 0.46 CHF | 160'000 | 160'000 | 158'804 | 158'804 | 75'833 CHF | 77'433 CHF | 99.49% | 99.49% |
14.05.2024 | 2.17% | 0.47 CHF | 0.48 CHF | 160'000 | 160'000 | 159'187 | 159'187 | 73'438 CHF | 75'038 CHF | 99.99% | 99.99% |
13.05.2024 | 2.14% | 0.48 CHF | 0.50 CHF | 80'000 | 80'000 | 159'437 | 159'437 | 74'098 CHF | 75'698 CHF | 99.97% | 99.97% |
10.05.2024 | 2.06% | 0.48 CHF | 0.49 CHF | 160'000 | 160'000 | 158'423 | 158'423 | 77'778 CHF | 79'378 CHF | 100.00% | 100.00% |
08.05.2024 | 1.76% | 0.54 CHF | 0.55 CHF | 140'000 | 140'000 | 138'683 | 138'683 | 79'660 CHF | 81'060 CHF | 98.72% | 98.72% |
07.05.2024 | 1.54% | 0.64 CHF | 0.65 CHF | 140'000 | 140'000 | 137'315 | 137'315 | 92'225 CHF | 93'625 CHF | 97.30% | 97.30% |
06.05.2024 | 1.60% | 0.68 CHF | 0.70 CHF | 70'000 | 70'000 | 139'512 | 139'512 | 87'268 CHF | 88'668 CHF | 99.86% | 99.86% |
03.05.2024 | 1.57% | 0.66 CHF | 0.67 CHF | 140'000 | 140'000 | 138'571 | 138'571 | 89'573 CHF | 90'972 CHF | 99.67% | 99.67% |
02.05.2024 | 1.51% | 0.67 CHF | 0.68 CHF | 150'000 | 150'000 | 149'153 | 149'153 | 99'101 CHF | 100'601 CHF | 99.69% | 99.69% |