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 | 1.79% | 0.55 CHF | 0.56 CHF | 120'000 | 120'000 | 119'407 | 119'407 | 66'348 CHF | 67'543 CHF | 100.00% | 100.00% |
15.05.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 120'000 | 120'000 | 119'223 | 119'223 | 68'373 CHF | 69'568 CHF | 100.00% | 100.00% |
14.05.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 120'000 | 120'000 | 119'462 | 119'462 | 69'398 CHF | 70'593 CHF | 100.00% | 100.00% |
13.05.2024 | 1.78% | 0.57 CHF | 0.58 CHF | 120'000 | 120'000 | 119'667 | 119'667 | 66'715 CHF | 67'912 CHF | 100.00% | 100.00% |
10.05.2024 | 1.77% | 0.54 CHF | 0.55 CHF | 124'000 | 124'000 | 119'810 | 119'810 | 66'955 CHF | 68'153 CHF | 100.00% | 100.00% |
08.05.2024 | 1.73% | 0.57 CHF | 0.58 CHF | 120'000 | 120'000 | 119'477 | 119'477 | 68'704 CHF | 69'899 CHF | 99.24% | 99.24% |
07.05.2024 | 1.81% | 0.51 CHF | 0.52 CHF | 120'000 | 120'000 | 116'476 | 116'476 | 63'740 CHF | 64'905 CHF | 98.77% | 98.77% |
06.05.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 120'000 | 120'000 | 119'500 | 119'500 | 63'471 CHF | 64'666 CHF | 98.93% | 98.93% |
03.05.2024 | 1.87% | 0.52 CHF | 0.53 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 63'258 CHF | 64'453 CHF | 99.98% | 99.98% |
02.05.2024 | 1.91% | 0.52 CHF | 0.53 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 61'932 CHF | 63'127 CHF | 100.00% | 100.00% |