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 | 2.09% | 0.48 CHF | 0.49 CHF | 110'000 | 110'000 | 109'914 | 109'914 | 52'196 CHF | 53'296 CHF | 99.75% | 99.75% |
15.05.2024 | 2.23% | 0.45 CHF | 0.46 CHF | 110'000 | 110'000 | 109'760 | 109'760 | 48'978 CHF | 50'078 CHF | 100.00% | 100.00% |
14.05.2024 | 2.12% | 0.47 CHF | 0.48 CHF | 110'000 | 110'000 | 109'978 | 109'978 | 51'289 CHF | 52'389 CHF | 99.99% | 99.99% |
13.05.2024 | 1.78% | 0.57 CHF | 0.58 CHF | 120'000 | 120'000 | 119'892 | 119'892 | 66'663 CHF | 67'861 CHF | 100.00% | 100.00% |
10.05.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 73'012 CHF | 74'212 CHF | 100.00% | 100.00% |
08.05.2024 | 1.43% | 0.69 CHF | 0.70 CHF | 120'000 | 120'000 | 119'975 | 119'975 | 83'591 CHF | 84'791 CHF | 99.09% | 99.09% |
07.05.2024 | 1.38% | 0.71 CHF | 0.72 CHF | 120'000 | 120'000 | 121'841 | 121'841 | 87'961 CHF | 89'180 CHF | 99.81% | 99.81% |
06.05.2024 | 1.30% | 0.76 CHF | 0.77 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 99'261 CHF | 100'561 CHF | 100.00% | 100.00% |
03.05.2024 | 1.57% | 0.73 CHF | 0.74 CHF | 130'000 | 130'000 | 122'709 | 122'709 | 81'197 CHF | 82'424 CHF | 99.05% | 99.05% |
02.05.2024 | 1.62% | 0.61 CHF | 0.62 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 73'454 CHF | 74'654 CHF | 100.00% | 100.00% |