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 | 2.13% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 110'390 | 100'000 | 51'203 CHF | 47'389 CHF | 99.30% | 99.30% |
15.05.2024 | 2.34% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 122'404 | 99'240 | 51'780 CHF | 42'999 CHF | 98.74% | 98.74% |
14.05.2024 | 2.22% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 113'798 | 98'769 | 51'492 CHF | 45'794 CHF | 99.86% | 99.86% |
13.05.2024 | 2.37% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 124'361 | 100'000 | 51'903 CHF | 42'787 CHF | 100.00% | 100.00% |
10.05.2024 | 2.24% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 119'484 | 100'000 | 52'643 CHF | 45'067 CHF | 100.00% | 100.00% |
08.05.2024 | 2.36% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 121'392 | 100'000 | 50'851 CHF | 42'901 CHF | 100.00% | 100.00% |
07.05.2024 | 2.48% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 129'582 | 100'000 | 51'638 CHF | 40'858 CHF | 98.74% | 98.74% |
06.05.2024 | 2.38% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 124'925 | 100'000 | 51'950 CHF | 42'629 CHF | 100.00% | 100.00% |
03.05.2024 | 2.13% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 112'798 | 100'000 | 52'329 CHF | 47'463 CHF | 98.09% | 98.09% |
02.05.2024 | 2.67% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 138'979 | 100'000 | 51'362 CHF | 37'998 CHF | 95.51% | 95.51% |