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 | 2.07% | 0.47 CHF | 0.48 CHF | 140'000 | 140'000 | 139'876 | 139'876 | 66'954 CHF | 68'354 CHF | 100.00% | 100.00% |
15.05.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 145'000 | 145'000 | 144'702 | 144'702 | 79'738 CHF | 81'188 CHF | 100.00% | 100.00% |
14.05.2024 | 1.76% | 0.56 CHF | 0.57 CHF | 145'000 | 145'000 | 144'990 | 144'990 | 81'717 CHF | 83'167 CHF | 100.00% | 100.00% |
13.05.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 145'000 | 145'000 | 142'558 | 142'558 | 74'736 CHF | 76'162 CHF | 100.00% | 100.00% |
10.05.2024 | 1.90% | 0.51 CHF | 0.52 CHF | 140'000 | 140'000 | 141'001 | 141'001 | 73'399 CHF | 74'809 CHF | 100.00% | 100.00% |
08.05.2024 | 1.76% | 0.56 CHF | 0.57 CHF | 145'000 | 145'000 | 145'000 | 145'000 | 81'545 CHF | 82'995 CHF | 99.08% | 99.08% |
07.05.2024 | 1.68% | 0.57 CHF | 0.58 CHF | 145'000 | 145'000 | 146'746 | 146'746 | 86'848 CHF | 88'317 CHF | 99.94% | 99.94% |
06.05.2024 | 1.62% | 0.60 CHF | 0.61 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 91'665 CHF | 93'165 CHF | 100.00% | 100.00% |
03.05.2024 | 1.58% | 0.64 CHF | 0.65 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 94'358 CHF | 95'858 CHF | 100.00% | 100.00% |
02.05.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 95'256 CHF | 96'756 CHF | 100.00% | 100.00% |