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 | 2.08% | 0.48 CHF | 0.49 CHF | 110'000 | 110'000 | 109'914 | 109'914 | 52'443 CHF | 53'543 CHF | 99.75% | 99.75% |
15.05.2024 | 2.21% | 0.45 CHF | 0.46 CHF | 110'000 | 110'000 | 109'759 | 109'759 | 49'301 CHF | 50'401 CHF | 100.00% | 100.00% |
14.05.2024 | 2.11% | 0.47 CHF | 0.48 CHF | 110'000 | 110'000 | 109'978 | 109'978 | 51'564 CHF | 52'664 CHF | 100.00% | 100.00% |
13.05.2024 | 1.78% | 0.58 CHF | 0.59 CHF | 120'000 | 120'000 | 119'892 | 119'892 | 66'975 CHF | 68'174 CHF | 100.00% | 100.00% |
10.05.2024 | 1.62% | 0.61 CHF | 0.62 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 73'396 CHF | 74'596 CHF | 99.99% | 99.99% |
08.05.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 120'000 | 120'000 | 119'975 | 119'975 | 83'871 CHF | 85'071 CHF | 99.09% | 99.09% |
07.05.2024 | 1.37% | 0.71 CHF | 0.72 CHF | 120'000 | 120'000 | 121'841 | 121'841 | 88'247 CHF | 89'466 CHF | 99.81% | 99.81% |
06.05.2024 | 1.30% | 0.76 CHF | 0.77 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 99'637 CHF | 100'937 CHF | 100.00% | 100.00% |
03.05.2024 | 1.56% | 0.73 CHF | 0.74 CHF | 130'000 | 130'000 | 122'708 | 122'708 | 81'535 CHF | 82'762 CHF | 99.03% | 99.03% |
02.05.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 73'745 CHF | 74'945 CHF | 99.99% | 99.99% |