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 | 2.08% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 109'681 | 100'000 | 52'281 CHF | 48'673 CHF | 99.33% | 99.33% |
15.05.2024 | 1.98% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 102'789 | 99'241 | 51'623 CHF | 50'872 CHF | 98.94% | 98.94% |
14.05.2024 | 2.08% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 109'058 | 100'000 | 51'921 CHF | 48'629 CHF | 100.00% | 100.00% |
13.05.2024 | 2.22% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 117'442 | 100'000 | 52'401 CHF | 45'851 CHF | 100.00% | 100.00% |
10.05.2024 | 2.83% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 148'273 | 100'000 | 51'608 CHF | 35'843 CHF | 100.00% | 100.00% |
08.05.2024 | 2.97% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 156'069 | 100'000 | 51'810 CHF | 34'221 CHF | 100.00% | 100.00% |
07.05.2024 | 2.62% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 137'870 | 100'000 | 51'864 CHF | 38'673 CHF | 96.40% | 96.40% |
06.05.2024 | 2.48% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 130'098 | 100'000 | 51'855 CHF | 40'925 CHF | 100.00% | 100.00% |
03.05.2024 | 2.50% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 130'629 | 100'000 | 51'559 CHF | 40'488 CHF | 98.62% | 98.62% |
02.05.2024 | 2.29% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 120'425 | 100'000 | 52'109 CHF | 44'279 CHF | 99.13% | 99.13% |