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 | 3.04% | 0.33 CHF | 0.34 CHF | 160'000 | 75'000 | 160'000 | 75'000 | 51'781 CHF | 25'022 CHF | 99.32% | 99.32% |
15.05.2024 | 2.93% | 0.32 CHF | 0.33 CHF | 160'000 | 75'000 | 154'778 | 74'243 | 51'996 CHF | 25'695 CHF | 98.94% | 98.94% |
14.05.2024 | 2.94% | 0.33 CHF | 0.34 CHF | 160'000 | 75'000 | 153'798 | 75'000 | 51'575 CHF | 25'914 CHF | 100.00% | 100.00% |
13.05.2024 | 2.77% | 0.35 CHF | 0.36 CHF | 150'000 | 75'000 | 145'413 | 75'000 | 51'803 CHF | 27'492 CHF | 100.00% | 100.00% |
10.05.2024 | 2.90% | 0.35 CHF | 0.36 CHF | 150'000 | 75'000 | 152'001 | 75'000 | 51'620 CHF | 26'230 CHF | 100.00% | 100.00% |
08.05.2024 | 3.28% | 0.30 CHF | 0.31 CHF | 170'000 | 75'000 | 170'172 | 75'000 | 51'021 CHF | 23'237 CHF | 100.00% | 100.00% |
07.05.2024 | 3.34% | 0.30 CHF | 0.31 CHF | 170'000 | 75'000 | 177'037 | 75'000 | 52'052 CHF | 22'814 CHF | 98.82% | 98.82% |
06.05.2024 | 3.22% | 0.31 CHF | 0.32 CHF | 170'000 | 75'000 | 169'607 | 75'000 | 51'854 CHF | 23'682 CHF | 100.00% | 100.00% |
03.05.2024 | 3.23% | 0.31 CHF | 0.32 CHF | 170'000 | 75'000 | 170'445 | 75'000 | 51'895 CHF | 23'588 CHF | 98.63% | 98.63% |
02.05.2024 | 3.08% | 0.32 CHF | 0.33 CHF | 160'000 | 75'000 | 160'018 | 75'000 | 51'203 CHF | 24'749 CHF | 99.13% | 99.13% |