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 | 2.70% | 0.36 CHF | 0.37 CHF | 110'000 | 110'000 | 109'837 | 109'837 | 40'261 CHF | 41'361 CHF | 99.95% | 99.95% |
15.05.2024 | 3.20% | 0.34 CHF | 0.35 CHF | 110'000 | 110'000 | 117'950 | 117'950 | 36'495 CHF | 37'677 CHF | 99.72% | 99.72% |
14.05.2024 | 3.53% | 0.28 CHF | 0.30 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 33'400 CHF | 34'600 CHF | 99.81% | 99.81% |
13.05.2024 | 3.66% | 0.28 CHF | 0.28 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 32'186 CHF | 33'386 CHF | 100.00% | 100.00% |
10.05.2024 | 3.54% | 0.26 CHF | 0.27 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 33'311 CHF | 34'511 CHF | 100.00% | 100.00% |
08.05.2024 | 3.53% | 0.30 CHF | 0.31 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 33'397 CHF | 34'597 CHF | 99.06% | 99.06% |
07.05.2024 | 3.98% | 0.26 CHF | 0.27 CHF | 130'000 | 130'000 | 132'628 | 132'628 | 32'805 CHF | 34'134 CHF | 99.83% | 99.83% |
06.05.2024 | 4.04% | 0.24 CHF | 0.25 CHF | 140'000 | 140'000 | 136'659 | 136'659 | 33'115 CHF | 34'482 CHF | 100.00% | 100.00% |
03.05.2024 | 5.23% | 0.23 CHF | 0.24 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 30'974 CHF | 32'637 CHF | 99.99% | 99.99% |
02.05.2024 | 5.63% | 0.28 CHF | 0.28 CHF | 120'000 | 120'000 | 119'899 | 119'899 | 34'766 CHF | 36'755 CHF | 100.00% | 100.00% |