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 | 2.68% | 0.36 CHF | 0.37 CHF | 140'000 | 25'000 | 139'893 | 25'000 | 51'512 CHF | 9'456 CHF | 96.81% | 96.81% |
15.05.2024 | 2.63% | 0.38 CHF | 0.39 CHF | 140'000 | 25'000 | 135'173 | 24'788 | 51'787 CHF | 9'754 CHF | 94.27% | 94.27% |
14.05.2024 | 2.66% | 0.36 CHF | 0.37 CHF | 140'000 | 25'000 | 139'752 | 25'000 | 51'879 CHF | 9'531 CHF | 100.00% | 100.00% |
13.05.2024 | 2.76% | 0.36 CHF | 0.37 CHF | 140'000 | 25'000 | 142'881 | 25'000 | 51'087 CHF | 9'193 CHF | 100.00% | 100.00% |
10.05.2024 | 2.68% | 0.36 CHF | 0.37 CHF | 140'000 | 25'000 | 140'129 | 25'000 | 51'536 CHF | 9'445 CHF | 99.06% | 99.06% |
08.05.2024 | 2.81% | 0.34 CHF | 0.35 CHF | 150'000 | 25'000 | 148'285 | 25'000 | 52'022 CHF | 9'023 CHF | 94.79% | 94.79% |
07.05.2024 | 2.90% | 0.34 CHF | 0.35 CHF | 150'000 | 25'000 | 152'516 | 25'000 | 51'829 CHF | 8'750 CHF | 98.92% | 98.92% |
06.05.2024 | 2.96% | 0.35 CHF | 0.36 CHF | 150'000 | 25'000 | 157'189 | 25'000 | 52'238 CHF | 8'562 CHF | 100.00% | 100.00% |
03.05.2024 | 2.79% | 0.34 CHF | 0.35 CHF | 150'000 | 25'000 | 145'440 | 25'000 | 51'414 CHF | 9'097 CHF | 97.43% | 97.43% |
02.05.2024 | 3.06% | 0.33 CHF | 0.34 CHF | 160'000 | 25'000 | 161'888 | 25'000 | 52'114 CHF | 8'306 CHF | 99.13% | 99.13% |