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 | 2.14% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 57'773 CHF | 59'023 CHF | 99.23% | 99.23% |
15.05.2024 | 2.57% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 142'435 | 142'435 | 54'823 CHF | 56'247 CHF | 99.38% | 99.38% |
14.05.2024 | 2.26% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 54'782 CHF | 56'032 CHF | 99.16% | 99.16% |
13.05.2024 | 2.15% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 57'403 CHF | 58'653 CHF | 99.38% | 99.38% |
10.05.2024 | 2.14% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 124'961 | 124'961 | 57'760 CHF | 59'009 CHF | 99.38% | 99.38% |
08.05.2024 | 1.66% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'673 CHF | 60'673 CHF | 99.39% | 99.39% |
07.05.2024 | 1.86% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 101'060 | 101'060 | 53'755 CHF | 54'765 CHF | 99.24% | 99.24% |
06.05.2024 | 2.19% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 126'877 | 126'877 | 57'377 CHF | 58'646 CHF | 99.21% | 99.21% |
03.05.2024 | 2.51% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 136'555 | 136'555 | 53'673 CHF | 55'039 CHF | 99.38% | 99.38% |
02.05.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'064 CHF | 56'314 CHF | 99.38% | 99.38% |