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 | 2.66% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 149'476 | 149'476 | 55'528 CHF | 57'023 CHF | 99.23% | 99.23% |
15.05.2024 | 2.97% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 167'847 | 167'847 | 55'692 CHF | 57'370 CHF | 99.39% | 99.39% |
14.05.2024 | 2.98% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 163'505 | 163'505 | 54'043 CHF | 55'678 CHF | 99.14% | 99.14% |
13.05.2024 | 2.23% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 124'485 | 124'485 | 55'283 CHF | 56'528 CHF | 99.39% | 99.39% |
10.05.2024 | 1.99% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 112'914 | 112'914 | 56'076 CHF | 57'205 CHF | 99.39% | 99.39% |
08.05.2024 | 1.92% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 100'600 | 100'600 | 51'820 CHF | 52'826 CHF | 99.38% | 99.38% |
07.05.2024 | 2.09% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 124'207 | 124'207 | 58'885 CHF | 60'127 CHF | 99.23% | 99.23% |
06.05.2024 | 1.96% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 108'982 | 108'982 | 55'029 CHF | 56'119 CHF | 99.19% | 99.19% |
03.05.2024 | 1.78% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'811 CHF | 56'811 CHF | 99.38% | 99.38% |
02.05.2024 | 1.65% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'174 CHF | 61'174 CHF | 99.39% | 99.39% |