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 | 2.94% | 0.34 CHF | 0.35 CHF | 110'000 | 110'000 | 109'915 | 109'915 | 36'942 CHF | 38'042 CHF | 99.75% | 99.75% |
15.05.2024 | 3.22% | 0.31 CHF | 0.32 CHF | 110'000 | 110'000 | 109'744 | 109'744 | 33'777 CHF | 34'877 CHF | 100.00% | 100.00% |
14.05.2024 | 3.01% | 0.33 CHF | 0.34 CHF | 110'000 | 110'000 | 109'979 | 109'979 | 36'051 CHF | 37'151 CHF | 100.00% | 100.00% |
13.05.2024 | 2.37% | 0.44 CHF | 0.45 CHF | 120'000 | 120'000 | 119'892 | 119'892 | 50'100 CHF | 51'299 CHF | 100.00% | 100.00% |
10.05.2024 | 2.10% | 0.47 CHF | 0.48 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 56'512 CHF | 57'712 CHF | 100.00% | 100.00% |
08.05.2024 | 1.78% | 0.56 CHF | 0.57 CHF | 120'000 | 120'000 | 119'977 | 119'977 | 67'028 CHF | 68'228 CHF | 99.08% | 99.08% |
07.05.2024 | 1.70% | 0.57 CHF | 0.58 CHF | 120'000 | 120'000 | 121'791 | 121'791 | 71'096 CHF | 72'315 CHF | 99.94% | 99.94% |
06.05.2024 | 1.59% | 0.62 CHF | 0.63 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 81'397 CHF | 82'697 CHF | 100.00% | 100.00% |
03.05.2024 | 2.02% | 0.59 CHF | 0.60 CHF | 130'000 | 130'000 | 122'708 | 122'708 | 64'434 CHF | 65'661 CHF | 99.04% | 99.04% |
02.05.2024 | 2.09% | 0.48 CHF | 0.49 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 56'874 CHF | 58'074 CHF | 100.00% | 100.00% |