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 | 2.67% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 149'736 | 149'736 | 55'471 CHF | 56'969 CHF | 99.65% | 99.65% |
16.05.2024 | 2.74% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 53'982 CHF | 55'482 CHF | 99.85% | 99.85% |
15.05.2024 | 2.47% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 134'894 | 134'894 | 53'918 CHF | 55'267 CHF | 100.00% | 100.00% |
14.05.2024 | 2.73% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 149'355 | 149'355 | 54'079 CHF | 55'573 CHF | 99.78% | 99.78% |
13.05.2024 | 2.68% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 150'533 | 150'533 | 55'507 CHF | 57'013 CHF | 100.00% | 100.00% |
10.05.2024 | 2.99% | 0.36 CHF | 0.37 CHF | 175'000 | 175'000 | 168'434 | 168'434 | 55'472 CHF | 57'156 CHF | 99.32% | 99.32% |
08.05.2024 | 2.76% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 53'564 CHF | 55'064 CHF | 100.00% | 100.00% |
07.05.2024 | 2.32% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 128'383 | 128'383 | 54'643 CHF | 55'927 CHF | 99.86% | 99.86% |
06.05.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'074 CHF | 56'324 CHF | 99.83% | 99.83% |
03.05.2024 | 2.29% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 123'576 | 123'576 | 53'432 CHF | 54'668 CHF | 100.00% | 100.00% |