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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 2.05% | 0.49 CHF | 0.50 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 81'982 CHF | 83'682 CHF | 97.47% | 97.47% |
16.05.2024 | 2.23% | 0.43 CHF | 0.44 CHF | 170'000 | 170'000 | 169'732 | 169'732 | 75'356 CHF | 77'056 CHF | 100.00% | 100.00% |
15.05.2024 | 2.09% | 0.48 CHF | 0.49 CHF | 170'000 | 170'000 | 169'683 | 169'683 | 80'720 CHF | 82'420 CHF | 100.00% | 100.00% |
14.05.2024 | 2.15% | 0.49 CHF | 0.50 CHF | 170'000 | 170'000 | 169'901 | 169'901 | 78'471 CHF | 80'171 CHF | 100.00% | 100.00% |
13.05.2024 | 2.23% | 0.45 CHF | 0.46 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 75'457 CHF | 77'157 CHF | 99.83% | 99.83% |
10.05.2024 | 2.49% | 0.43 CHF | 0.44 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 67'507 CHF | 69'207 CHF | 100.00% | 100.00% |
08.05.2024 | 2.94% | 0.34 CHF | 0.35 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 57'023 CHF | 58'723 CHF | 98.93% | 98.93% |
07.05.2024 | 3.66% | 0.30 CHF | 0.31 CHF | 180'000 | 180'000 | 179'730 | 179'730 | 48'697 CHF | 50'497 CHF | 99.88% | 99.88% |
06.05.2024 | 4.16% | 0.21 CHF | 0.22 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 42'434 CHF | 44'234 CHF | 100.00% | 100.00% |
03.05.2024 | 4.13% | 0.21 CHF | 0.22 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 42'760 CHF | 44'560 CHF | 99.94% | 99.94% |