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 | 2.57% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 149'988 | 149'988 | 57'591 CHF | 59'091 CHF | 99.26% | 99.26% |
15.05.2024 | 2.40% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 51'394 CHF | 52'644 CHF | 99.39% | 99.39% |
14.05.2024 | 2.39% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 51'765 CHF | 53'015 CHF | 99.16% | 99.16% |
13.05.2024 | 2.52% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 145'262 | 145'262 | 56'898 CHF | 58'351 CHF | 99.39% | 99.39% |
10.05.2024 | 2.38% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 51'942 CHF | 53'192 CHF | 99.38% | 99.38% |
08.05.2024 | 2.41% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 125'524 | 125'524 | 51'559 CHF | 52'814 CHF | 99.39% | 99.39% |
07.05.2024 | 2.50% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 140'366 | 140'366 | 55'421 CHF | 56'825 CHF | 99.22% | 99.22% |
06.05.2024 | 2.56% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 143'483 | 143'483 | 55'226 CHF | 56'661 CHF | 99.20% | 99.20% |
03.05.2024 | 2.58% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 57'444 CHF | 58'944 CHF | 99.39% | 99.39% |
02.05.2024 | 2.79% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 52'990 CHF | 54'490 CHF | 99.38% | 99.38% |