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 | 1.32% | 0.56 CHF | 0.57 CHF | 135'000 | 135'000 | 57'624 | 57'624 | 42'312 CHF | 42'891 CHF | 99.97% | 99.97% |
15.05.2024 | 1.80% | 0.70 CHF | 0.71 CHF | 130'000 | 130'000 | 58'413 | 58'413 | 36'550 CHF | 37'144 CHF | 99.63% | 99.63% |
14.05.2024 | 2.51% | 0.55 CHF | 0.56 CHF | 135'000 | 135'000 | 61'509 | 61'509 | 27'055 CHF | 27'672 CHF | 99.59% | 99.59% |
13.05.2024 | 1.84% | 0.51 CHF | 0.52 CHF | 135'000 | 135'000 | 60'792 | 60'792 | 33'201 CHF | 33'812 CHF | 98.43% | 98.43% |
10.05.2024 | 1.43% | 0.54 CHF | 0.55 CHF | 135'000 | 135'000 | 59'035 | 59'035 | 40'221 CHF | 40'813 CHF | 99.99% | 99.99% |
08.05.2024 | 1.46% | 0.71 CHF | 0.72 CHF | 130'000 | 130'000 | 57'761 | 57'761 | 40'203 CHF | 40'782 CHF | 99.07% | 99.07% |
07.05.2024 | 1.05% | 0.88 CHF | 0.89 CHF | 125'000 | 125'000 | 54'532 | 54'532 | 51'330 CHF | 51'877 CHF | 99.94% | 99.94% |
06.05.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 120'000 | 120'000 | 53'403 | 53'403 | 55'516 CHF | 56'054 CHF | 100.00% | 100.00% |
03.05.2024 | 1.74% | 0.83 CHF | 0.84 CHF | 125'000 | 125'000 | 41'285 | 41'285 | 38'049 CHF | 38'549 CHF | 99.04% | 99.04% |
02.05.2024 | - | 0.89 CHF | - CHF | 125'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.99% |