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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 2.28% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'266 | 125'264 | 54'285 CHF | 55'537 CHF | 98.49% | 98.49% |
21.05.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 54'901 CHF | 56'151 CHF | 100.00% | 100.00% |
17.05.2024 | 2.19% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 56'556 CHF | 57'806 CHF | 100.00% | 100.00% |
16.05.2024 | 1.98% | 0.49 CHF | 0.50 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 62'646 CHF | 63'896 CHF | 99.84% | 99.84% |
15.05.2024 | 2.19% | 0.50 CHF | 0.51 CHF | 125'000 | 125'000 | 125'133 | 125'133 | 56'740 CHF | 57'991 CHF | 100.00% | 100.00% |
14.05.2024 | 2.73% | 0.40 CHF | 0.41 CHF | 150'000 | 150'000 | 149'474 | 149'474 | 54'125 CHF | 55'619 CHF | 98.96% | 98.96% |
13.05.2024 | 2.58% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 143'718 | 143'717 | 54'855 CHF | 56'291 CHF | 100.00% | 100.00% |
10.05.2024 | 2.55% | 0.38 CHF | 0.39 CHF | 125'000 | 125'000 | 143'123 | 143'123 | 55'298 CHF | 56'730 CHF | 100.00% | 100.00% |
08.05.2024 | 2.60% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 149'480 | 149'480 | 56'888 CHF | 58'383 CHF | 100.00% | 100.00% |
07.05.2024 | 2.97% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 162'415 | 162'418 | 53'938 CHF | 55'563 CHF | 99.82% | 99.82% |