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 | 2.11% | 0.49 CHF | 0.50 CHF | 200'000 | 200'000 | 198'123 | 198'123 | 93'839 CHF | 95'822 CHF | 100.00% | 100.00% |
15.05.2024 | 2.11% | 0.47 CHF | 0.48 CHF | 200'000 | 200'000 | 198'125 | 198'125 | 93'863 CHF | 95'847 CHF | 100.00% | 100.00% |
14.05.2024 | 2.03% | 0.49 CHF | 0.50 CHF | 200'000 | 200'000 | 199'089 | 199'089 | 97'554 CHF | 99'545 CHF | 99.40% | 99.40% |
13.05.2024 | 2.07% | 0.48 CHF | 0.49 CHF | 200'000 | 200'000 | 198'124 | 198'124 | 95'498 CHF | 97'481 CHF | 100.00% | 100.00% |
10.05.2024 | 2.11% | 0.48 CHF | 0.49 CHF | 200'000 | 200'000 | 198'124 | 198'124 | 93'820 CHF | 95'803 CHF | 100.00% | 100.00% |
08.05.2024 | 1.91% | 0.53 CHF | 0.54 CHF | 200'000 | 200'000 | 198'120 | 198'120 | 103'723 CHF | 105'707 CHF | 100.00% | 100.00% |
07.05.2024 | 1.79% | 0.53 CHF | 0.54 CHF | 200'000 | 200'000 | 198'133 | 198'133 | 110'621 CHF | 112'605 CHF | 100.00% | 100.00% |
06.05.2024 | 1.69% | 0.59 CHF | 0.60 CHF | 200'000 | 200'000 | 198'081 | 198'081 | 117'336 CHF | 119'319 CHF | 97.38% | 97.38% |
03.05.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 200'000 | 200'000 | 199'025 | 199'025 | 123'353 CHF | 125'344 CHF | 98.64% | 98.64% |
02.05.2024 | 1.59% | 0.63 CHF | 0.64 CHF | 200'000 | 200'000 | 198'122 | 198'122 | 125'060 CHF | 127'043 CHF | 99.69% | 99.69% |