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 | 2.12% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 110'167 | 75'000 | 51'457 CHF | 35'783 CHF | 98.70% | 98.70% |
15.05.2024 | 2.03% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 106'413 | 74'243 | 52'386 CHF | 37'321 CHF | 98.94% | 98.94% |
14.05.2024 | 2.22% | 0.48 CHF | 0.49 CHF | 110'000 | 75'000 | 102'914 | 72'041 | 49'404 CHF | 35'354 CHF | 100.00% | 100.00% |
13.05.2024 | 1.91% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 100'474 | 75'000 | 52'218 CHF | 39'742 CHF | 99.19% | 99.19% |
10.05.2024 | 2.07% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 110'102 | 75'000 | 52'553 CHF | 36'565 CHF | 100.00% | 100.00% |
08.05.2024 | 2.37% | 0.41 CHF | 0.42 CHF | 130'000 | 75'000 | 123'898 | 75'000 | 51'712 CHF | 32'082 CHF | 99.37% | 99.37% |
07.05.2024 | 2.46% | 0.41 CHF | 0.42 CHF | 130'000 | 75'000 | 129'209 | 75'000 | 51'985 CHF | 30'937 CHF | 97.86% | 97.86% |
06.05.2024 | 2.45% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 128'907 | 75'000 | 51'940 CHF | 30'980 CHF | 98.85% | 98.85% |
03.05.2024 | 2.62% | 0.38 CHF | 0.39 CHF | 137'225 | 75'000 | 135'616 | 75'000 | 51'085 CHF | 29'027 CHF | 76.57% | 76.57% |
02.05.2024 | 2.79% | 0.37 CHF | 0.38 CHF | 138'690 | 75'000 | 138'628 | 75'000 | 49'125 CHF | 27'339 CHF | 83.20% | 83.20% |