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 | 3.00% | 0.33 CHF | 0.34 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 41'046 CHF | 42'296 CHF | 100.00% | 100.00% |
15.05.2024 | 3.17% | 0.32 CHF | 0.33 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 38'784 CHF | 40'034 CHF | 100.00% | 100.00% |
14.05.2024 | 2.96% | 0.33 CHF | 0.34 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 41'679 CHF | 42'929 CHF | 100.00% | 100.00% |
13.05.2024 | 2.99% | 0.32 CHF | 0.33 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 41'205 CHF | 42'455 CHF | 100.00% | 100.00% |
10.05.2024 | 3.03% | 0.33 CHF | 0.34 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 40'596 CHF | 41'846 CHF | 100.00% | 100.00% |
08.05.2024 | 3.34% | 0.30 CHF | 0.31 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 44'192 CHF | 45'692 CHF | 100.00% | 100.00% |
07.05.2024 | 3.51% | 0.28 CHF | 0.29 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 41'999 CHF | 43'499 CHF | 100.00% | 100.00% |
06.05.2024 | 3.51% | 0.28 CHF | 0.29 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 42'000 CHF | 43'500 CHF | 100.00% | 100.00% |
03.05.2024 | 3.46% | 0.29 CHF | 0.30 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 35'504 CHF | 36'754 CHF | 100.00% | 100.00% |
02.05.2024 | 3.30% | 0.30 CHF | 0.31 CHF | 125'000 | 125'000 | 141'254 | 141'254 | 42'123 CHF | 43'536 CHF | 99.94% | 99.94% |