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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 2.92% | 0.34 CHF | 0.35 CHF | 150'000 | 50'000 | 152'801 | 30'429 | 51'489 CHF | 10'528 CHF | 99.65% | 99.65% |
16.05.2024 | 2.99% | 0.33 CHF | 0.34 CHF | 160'000 | 50'000 | 157'996 | 30'426 | 52'040 CHF | 10'303 CHF | 99.63% | 99.63% |
15.05.2024 | 2.66% | 0.33 CHF | 0.34 CHF | 160'000 | 50'000 | 141'961 | 30'430 | 52'683 CHF | 11'477 CHF | 99.64% | 99.64% |
14.05.2024 | 2.51% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 130'622 | 30'429 | 51'297 CHF | 12'228 CHF | 99.64% | 99.64% |
13.05.2024 | 2.34% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 121'740 | 30'430 | 51'495 CHF | 13'130 CHF | 99.64% | 99.64% |
10.05.2024 | 2.29% | 0.46 CHF | 0.47 CHF | 110'000 | 50'000 | 119'091 | 30'329 | 51'462 CHF | 13'530 CHF | 98.60% | 98.60% |
08.05.2024 | 2.11% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 110'451 | 30'429 | 51'830 CHF | 14'647 CHF | 99.65% | 99.65% |
07.05.2024 | 2.16% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 112'578 | 30'440 | 51'582 CHF | 14'247 CHF | 99.44% | 99.44% |
06.05.2024 | 2.06% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 109'050 | 30'452 | 52'276 CHF | 14'864 CHF | 99.26% | 99.26% |
03.05.2024 | 2.19% | 0.44 CHF | 0.45 CHF | 120'000 | 50'000 | 114'650 | 30'440 | 51'864 CHF | 14'011 CHF | 99.43% | 99.43% |