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 | 1.81% | 0.54 CHF | 0.55 CHF | 120'000 | 120'000 | 119'406 | 119'406 | 65'556 CHF | 66'751 CHF | 100.00% | 100.00% |
15.05.2024 | 1.75% | 0.57 CHF | 0.58 CHF | 120'000 | 120'000 | 119'237 | 119'237 | 67'908 CHF | 69'103 CHF | 100.00% | 100.00% |
14.05.2024 | 1.73% | 0.57 CHF | 0.58 CHF | 120'000 | 120'000 | 119'465 | 119'465 | 68'698 CHF | 69'893 CHF | 100.00% | 100.00% |
13.05.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 120'000 | 120'000 | 119'667 | 119'667 | 65'665 CHF | 66'862 CHF | 100.00% | 100.00% |
10.05.2024 | 1.80% | 0.53 CHF | 0.54 CHF | 124'000 | 124'000 | 119'810 | 119'810 | 65'887 CHF | 67'085 CHF | 100.00% | 100.00% |
08.05.2024 | 1.75% | 0.57 CHF | 0.58 CHF | 120'000 | 120'000 | 119'477 | 119'477 | 67'721 CHF | 68'916 CHF | 99.25% | 99.25% |
07.05.2024 | 1.85% | 0.50 CHF | 0.51 CHF | 120'000 | 120'000 | 116'476 | 116'476 | 62'658 CHF | 63'823 CHF | 98.77% | 98.77% |
06.05.2024 | 1.90% | 0.52 CHF | 0.53 CHF | 120'000 | 120'000 | 119'501 | 119'501 | 62'417 CHF | 63'612 CHF | 99.13% | 99.13% |
03.05.2024 | 1.90% | 0.51 CHF | 0.52 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 62'180 CHF | 63'375 CHF | 99.99% | 99.99% |
02.05.2024 | 1.94% | 0.51 CHF | 0.52 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 60'851 CHF | 62'046 CHF | 100.00% | 100.00% |