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 | 2.10% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 110'739 | 75'000 | 52'123 CHF | 36'061 CHF | 99.25% | 99.25% |
15.05.2024 | 2.12% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 110'571 | 74'254 | 52'282 CHF | 35'872 CHF | 98.90% | 98.90% |
14.05.2024 | 2.12% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 112'097 | 75'000 | 52'433 CHF | 35'867 CHF | 98.10% | 98.10% |
13.05.2024 | 2.06% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 110'848 | 75'000 | 53'305 CHF | 36'839 CHF | 100.00% | 100.00% |
10.05.2024 | 2.17% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 113'579 | 75'000 | 51'833 CHF | 34'993 CHF | 100.00% | 100.00% |
08.05.2024 | 2.10% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 110'022 | 75'000 | 51'917 CHF | 36'141 CHF | 100.00% | 100.00% |
07.05.2024 | 1.98% | 0.48 CHF | 0.49 CHF | 110'000 | 75'000 | 102'362 | 75'000 | 51'159 CHF | 38'259 CHF | 96.45% | 96.45% |
06.05.2024 | 1.99% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 105'526 | 75'000 | 52'465 CHF | 38'068 CHF | 100.00% | 100.00% |
03.05.2024 | 1.94% | 0.50 CHF | 0.51 CHF | 100'000 | 75'000 | 100'372 | 75'000 | 51'188 CHF | 39'005 CHF | 97.93% | 97.93% |
02.05.2024 | 1.89% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 52'564 CHF | 40'173 CHF | 99.40% | 99.40% |