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 | 2.22% | 0.44 CHF | 0.45 CHF | 120'000 | 120'000 | 119'407 | 119'407 | 53'204 CHF | 54'399 CHF | 100.00% | 100.00% |
15.05.2024 | 2.14% | 0.46 CHF | 0.47 CHF | 120'000 | 120'000 | 119'221 | 119'221 | 55'267 CHF | 56'462 CHF | 100.00% | 100.00% |
14.05.2024 | 2.09% | 0.47 CHF | 0.48 CHF | 120'000 | 120'000 | 119'462 | 119'462 | 56'598 CHF | 57'793 CHF | 99.98% | 99.98% |
13.05.2024 | 2.21% | 0.46 CHF | 0.47 CHF | 120'000 | 120'000 | 119'667 | 119'667 | 53'611 CHF | 54'807 CHF | 100.00% | 100.00% |
10.05.2024 | 2.20% | 0.43 CHF | 0.44 CHF | 124'000 | 124'000 | 119'810 | 119'810 | 53'858 CHF | 55'056 CHF | 100.00% | 100.00% |
08.05.2024 | 2.13% | 0.47 CHF | 0.48 CHF | 120'000 | 120'000 | 119'476 | 119'476 | 55'654 CHF | 56'849 CHF | 99.25% | 99.25% |
07.05.2024 | 2.27% | 0.40 CHF | 0.41 CHF | 120'000 | 120'000 | 116'475 | 116'475 | 50'976 CHF | 52'141 CHF | 98.77% | 98.77% |
06.05.2024 | 2.34% | 0.42 CHF | 0.43 CHF | 120'000 | 120'000 | 119'500 | 119'500 | 50'418 CHF | 51'613 CHF | 98.93% | 98.93% |
03.05.2024 | 2.35% | 0.41 CHF | 0.42 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 50'187 CHF | 51'383 CHF | 99.98% | 99.98% |
02.05.2024 | 2.42% | 0.41 CHF | 0.42 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 48'843 CHF | 50'038 CHF | 100.00% | 100.00% |