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 | 2.99% | 0.37 CHF | 0.38 CHF | 130'000 | 130'000 | 129'844 | 129'844 | 42'997 CHF | 44'297 CHF | 100.00% | 100.00% |
15.05.2024 | 3.78% | 0.26 CHF | 0.27 CHF | 140'000 | 140'000 | 139'746 | 139'746 | 36'405 CHF | 37'805 CHF | 100.00% | 100.00% |
14.05.2024 | 4.01% | 0.26 CHF | 0.27 CHF | 140'000 | 140'000 | 139'924 | 139'924 | 34'232 CHF | 35'632 CHF | 100.00% | 100.00% |
13.05.2024 | 3.52% | 0.27 CHF | 0.28 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 39'103 CHF | 40'503 CHF | 100.00% | 100.00% |
10.05.2024 | 3.39% | 0.29 CHF | 0.30 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 40'608 CHF | 42'008 CHF | 100.00% | 100.00% |
08.05.2024 | 3.54% | 0.28 CHF | 0.30 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 38'860 CHF | 40'260 CHF | 99.08% | 99.08% |
07.05.2024 | 3.90% | 0.27 CHF | 0.28 CHF | 140'000 | 140'000 | 139'944 | 139'944 | 35'235 CHF | 36'635 CHF | 100.00% | 100.00% |
06.05.2024 | 4.40% | 0.23 CHF | 0.24 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 31'109 CHF | 32'509 CHF | 100.00% | 100.00% |
03.05.2024 | 4.82% | 0.19 CHF | 0.20 CHF | 140'000 | 140'000 | 139'958 | 139'958 | 28'379 CHF | 29'779 CHF | 100.00% | 100.00% |
02.05.2024 | 4.57% | 0.20 CHF | 0.21 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 29'931 CHF | 31'331 CHF | 99.99% | 99.99% |