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 | 2.84% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 52'117 CHF | 53'617 CHF | 99.66% | 99.66% |
16.05.2024 | 2.97% | 0.33 CHF | 0.34 CHF | 150'000 | 150'000 | 161'726 | 161'726 | 53'498 CHF | 55'116 CHF | 99.86% | 99.86% |
15.05.2024 | 2.88% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 153'130 | 153'130 | 52'374 CHF | 53'906 CHF | 100.00% | 100.00% |
14.05.2024 | 3.07% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 171'982 | 171'982 | 55'157 CHF | 56'876 CHF | 99.77% | 99.77% |
13.05.2024 | 2.98% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 168'244 | 168'244 | 55'562 CHF | 57'245 CHF | 100.00% | 100.00% |
10.05.2024 | 3.13% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'141 | 175'141 | 55'045 CHF | 56'796 CHF | 100.00% | 100.00% |
08.05.2024 | 4.15% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 225'998 | 225'998 | 53'311 CHF | 55'571 CHF | 100.00% | 100.00% |
07.05.2024 | 4.42% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 242'132 | 242'132 | 53'590 CHF | 56'012 CHF | 99.84% | 99.84% |
06.05.2024 | 5.60% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 303'887 | 303'887 | 52'801 CHF | 55'839 CHF | 99.83% | 99.83% |
03.05.2024 | 5.65% | 0.16 CHF | 0.17 CHF | 300'000 | 300'000 | 302'929 | 302'929 | 52'125 CHF | 55'154 CHF | 100.00% | 100.00% |