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 | 2.06% | 0.49 CHF | 0.50 CHF | 75'000 | 25'000 | 75'777 | 25'259 | 36'365 CHF | 12'374 CHF | 98.48% | 98.48% |
15.05.2024 | 2.16% | 0.48 CHF | 0.49 CHF | 75'000 | 25'000 | 147'911 | 49'304 | 67'626 CHF | 23'035 CHF | 98.33% | 98.33% |
14.05.2024 | 2.22% | 0.46 CHF | 0.47 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 66'931 CHF | 22'810 CHF | 99.36% | 99.36% |
13.05.2024 | 2.22% | 0.43 CHF | 0.44 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 66'712 CHF | 22'737 CHF | 98.93% | 98.93% |
10.05.2024 | 2.18% | 0.44 CHF | 0.45 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 68'224 CHF | 23'242 CHF | 99.37% | 99.37% |
08.05.2024 | 2.23% | 0.46 CHF | 0.47 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 66'508 CHF | 22'669 CHF | 99.35% | 99.35% |
07.05.2024 | 2.31% | 0.44 CHF | 0.45 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 64'145 CHF | 21'882 CHF | 94.72% | 94.72% |
06.05.2024 | 2.55% | 0.39 CHF | 0.40 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 58'084 CHF | 19'861 CHF | 99.36% | 99.36% |
03.05.2024 | 2.46% | 0.40 CHF | 0.41 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 60'157 CHF | 20'552 CHF | 99.35% | 99.35% |
02.05.2024 | 2.25% | 0.41 CHF | 0.42 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 65'907 CHF | 22'469 CHF | 99.29% | 99.29% |