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 | 2.28% | 0.42 CHF | 0.43 CHF | 110'000 | 110'000 | 109'862 | 109'862 | 47'865 CHF | 48'965 CHF | 98.17% | 98.17% |
15.05.2024 | 2.30% | 0.44 CHF | 0.45 CHF | 110'000 | 110'000 | 109'804 | 109'804 | 47'346 CHF | 48'446 CHF | 99.68% | 99.68% |
14.05.2024 | 2.62% | 0.40 CHF | 0.41 CHF | 120'000 | 120'000 | 119'896 | 119'896 | 45'298 CHF | 46'498 CHF | 98.69% | 98.69% |
13.05.2024 | 2.53% | 0.40 CHF | 0.41 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 46'750 CHF | 47'950 CHF | 100.00% | 100.00% |
10.05.2024 | 2.45% | 0.40 CHF | 0.41 CHF | 120'000 | 120'000 | 114'583 | 114'583 | 46'185 CHF | 47'330 CHF | 100.00% | 100.00% |
08.05.2024 | 2.63% | 0.38 CHF | 0.39 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 45'057 CHF | 46'257 CHF | 98.83% | 98.83% |
07.05.2024 | 2.89% | 0.36 CHF | 0.37 CHF | 120'000 | 120'000 | 119'778 | 119'778 | 41'080 CHF | 42'280 CHF | 99.65% | 99.65% |
06.05.2024 | 3.08% | 0.32 CHF | 0.33 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 38'421 CHF | 39'621 CHF | 99.99% | 99.99% |
03.05.2024 | 3.37% | 0.32 CHF | 0.33 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 38'171 CHF | 39'471 CHF | 99.96% | 99.96% |
02.05.2024 | 3.81% | 0.26 CHF | 0.27 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 33'490 CHF | 34'790 CHF | 99.98% | 99.98% |