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 | 2.91% | 0.37 CHF | 0.38 CHF | 280'000 | 280'000 | 131'121 | 131'121 | 46'573 CHF | 47'893 CHF | 99.98% | 99.98% |
15.05.2024 | 2.71% | 0.33 CHF | 0.34 CHF | 290'000 | 290'000 | 118'713 | 118'713 | 45'020 CHF | 46'227 CHF | 99.60% | 99.60% |
14.05.2024 | 2.48% | 0.41 CHF | 0.42 CHF | 280'000 | 280'000 | 122'643 | 122'643 | 50'318 CHF | 51'551 CHF | 99.96% | 99.96% |
13.05.2024 | 2.43% | 0.43 CHF | 0.44 CHF | 280'000 | 280'000 | 123'274 | 123'274 | 52'072 CHF | 53'310 CHF | 99.99% | 99.99% |
10.05.2024 | 2.40% | 0.42 CHF | 0.43 CHF | 280'000 | 280'000 | 123'312 | 123'312 | 52'134 CHF | 53'373 CHF | 99.86% | 99.86% |
08.05.2024 | 2.47% | 0.43 CHF | 0.44 CHF | 280'000 | 280'000 | 94'295 | 94'295 | 39'449 CHF | 40'396 CHF | 97.37% | 97.37% |
07.05.2024 | 1.88% | 0.42 CHF | 0.43 CHF | 280'000 | 280'000 | 100'671 | 100'671 | 51'119 CHF | 52'129 CHF | 94.16% | 94.16% |
06.05.2024 | 1.66% | 0.65 CHF | 0.66 CHF | 260'000 | 260'000 | 118'318 | 118'318 | 74'119 CHF | 75'308 CHF | 99.94% | 99.94% |
03.05.2024 | 1.76% | 0.58 CHF | 0.59 CHF | 270'000 | 270'000 | 108'338 | 108'338 | 63'195 CHF | 64'284 CHF | 100.00% | 100.00% |
02.05.2024 | 1.86% | 0.56 CHF | 0.57 CHF | 270'000 | 270'000 | 120'945 | 120'945 | 66'413 CHF | 67'628 CHF | 99.78% | 99.78% |