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 | 3.83% | 0.26 CHF | 0.27 CHF | 110'000 | 110'000 | 109'916 | 109'916 | 28'197 CHF | 29'297 CHF | 99.75% | 99.75% |
15.05.2024 | 4.30% | 0.24 CHF | 0.25 CHF | 110'000 | 110'000 | 109'746 | 109'746 | 25'147 CHF | 26'247 CHF | 100.00% | 100.00% |
14.05.2024 | 3.96% | 0.25 CHF | 0.26 CHF | 110'000 | 110'000 | 109'978 | 109'978 | 27'292 CHF | 28'392 CHF | 100.00% | 100.00% |
13.05.2024 | 2.91% | 0.36 CHF | 0.37 CHF | 120'000 | 120'000 | 119'892 | 119'892 | 40'596 CHF | 41'795 CHF | 100.00% | 100.00% |
10.05.2024 | 2.52% | 0.39 CHF | 0.40 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 47'013 CHF | 48'213 CHF | 100.00% | 100.00% |
08.05.2024 | 2.07% | 0.48 CHF | 0.49 CHF | 120'000 | 120'000 | 119'977 | 119'977 | 57'504 CHF | 58'704 CHF | 99.08% | 99.08% |
07.05.2024 | 1.97% | 0.49 CHF | 0.50 CHF | 120'000 | 120'000 | 121'793 | 121'793 | 61'445 CHF | 62'664 CHF | 99.94% | 99.94% |
06.05.2024 | 1.81% | 0.54 CHF | 0.55 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 71'138 CHF | 72'438 CHF | 100.00% | 100.00% |
03.05.2024 | 2.44% | 0.51 CHF | 0.52 CHF | 130'000 | 130'000 | 122'706 | 122'706 | 54'738 CHF | 55'965 CHF | 99.05% | 99.05% |
02.05.2024 | 2.50% | 0.40 CHF | 0.41 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 47'493 CHF | 48'693 CHF | 100.00% | 100.00% |