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 | 2.88% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 150'689 | 30'431 | 51'583 CHF | 10'710 CHF | 99.66% | 99.66% |
15.05.2024 | 2.64% | 0.34 CHF | 0.35 CHF | 150'000 | 50'000 | 139'055 | 30'545 | 52'047 CHF | 11'582 CHF | 97.61% | 97.61% |
14.05.2024 | 2.95% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 155'586 | 30'486 | 52'040 CHF | 10'681 CHF | 98.66% | 98.66% |
13.05.2024 | 3.21% | 0.34 CHF | 0.35 CHF | 150'000 | 50'000 | 166'778 | 30'436 | 51'208 CHF | 9'820 CHF | 99.57% | 99.57% |
10.05.2024 | 2.99% | 0.29 CHF | 0.30 CHF | 180'000 | 50'000 | 156'620 | 30'328 | 51'645 CHF | 10'199 CHF | 98.60% | 98.60% |
08.05.2024 | 2.80% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 146'758 | 30'430 | 51'776 CHF | 11'004 CHF | 99.66% | 99.66% |
07.05.2024 | 2.38% | 0.40 CHF | 0.41 CHF | 130'000 | 50'000 | 125'505 | 30'434 | 52'018 CHF | 12'824 CHF | 99.59% | 99.59% |
06.05.2024 | 2.30% | 0.42 CHF | 0.43 CHF | 120'000 | 50'000 | 119'474 | 30'431 | 51'248 CHF | 13'439 CHF | 99.66% | 99.66% |
03.05.2024 | 2.45% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 127'731 | 30'430 | 51'527 CHF | 12'645 CHF | 99.66% | 99.66% |
02.05.2024 | 2.33% | 0.40 CHF | 0.41 CHF | 130'000 | 50'000 | 122'753 | 30'454 | 52'145 CHF | 13'091 CHF | 99.23% | 99.23% |