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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 2.92% | 0.34 CHF | 0.35 CHF | 110'000 | 110'000 | 109'550 | 109'550 | 37'278 CHF | 38'378 CHF | 100.00% | 100.00% |
22.05.2024 | 2.93% | 0.35 CHF | 0.36 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 36'952 CHF | 38'052 CHF | 100.00% | 100.00% |
21.05.2024 | 2.75% | 0.35 CHF | 0.36 CHF | 110'000 | 110'000 | 109'912 | 109'912 | 39'484 CHF | 40'584 CHF | 100.00% | 100.00% |
17.05.2024 | 2.73% | 0.36 CHF | 0.37 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 39'803 CHF | 40'903 CHF | 99.33% | 99.33% |
16.05.2024 | 2.78% | 0.36 CHF | 0.37 CHF | 110'000 | 110'000 | 109'915 | 109'915 | 39'029 CHF | 40'129 CHF | 99.75% | 99.75% |
15.05.2024 | 3.03% | 0.33 CHF | 0.34 CHF | 110'000 | 110'000 | 109'745 | 109'745 | 35'841 CHF | 36'941 CHF | 100.00% | 100.00% |
14.05.2024 | 2.85% | 0.35 CHF | 0.36 CHF | 110'000 | 110'000 | 109'980 | 109'980 | 38'139 CHF | 39'239 CHF | 100.00% | 100.00% |
13.05.2024 | 2.27% | 0.45 CHF | 0.46 CHF | 120'000 | 120'000 | 119'892 | 119'892 | 52'358 CHF | 53'557 CHF | 100.00% | 100.00% |
10.05.2024 | 2.02% | 0.49 CHF | 0.50 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 58'721 CHF | 59'921 CHF | 100.00% | 100.00% |
08.05.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 120'000 | 120'000 | 119'977 | 119'977 | 69'285 CHF | 70'485 CHF | 99.09% | 99.09% |