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 | 2.50% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 128'528 | 100'000 | 52'541 CHF | 41'930 CHF | 99.25% | 99.25% |
15.05.2024 | 2.28% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 117'575 | 99'252 | 51'963 CHF | 44'929 CHF | 98.90% | 98.90% |
14.05.2024 | 2.40% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 127'462 | 100'000 | 52'466 CHF | 42'209 CHF | 100.00% | 100.00% |
13.05.2024 | 2.50% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 130'445 | 100'000 | 51'450 CHF | 40'529 CHF | 100.00% | 100.00% |
10.05.2024 | 2.71% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 140'310 | 100'000 | 51'711 CHF | 37'918 CHF | 99.41% | 99.41% |
08.05.2024 | 2.81% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 140'770 | 100'000 | 51'625 CHF | 37'726 CHF | 100.00% | 100.00% |
07.05.2024 | 2.66% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 140'000 | 100'000 | 52'039 CHF | 38'170 CHF | 96.43% | 96.43% |
06.05.2024 | 2.73% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 142'060 | 100'000 | 51'709 CHF | 37'429 CHF | 100.00% | 100.00% |
03.05.2024 | 2.74% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 144'635 | 100'000 | 52'134 CHF | 37'109 CHF | 97.93% | 97.93% |
02.05.2024 | 2.37% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 120'000 | 100'000 | 52'289 CHF | 44'617 CHF | 99.40% | 99.40% |