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 | 2.70% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 66'105 | 66'105 | 24'612 CHF | 25'279 CHF | 98.78% | 98.78% |
15.05.2024 | 2.97% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 67'322 | 67'322 | 23'217 CHF | 23'894 CHF | 99.82% | 99.82% |
14.05.2024 | 2.99% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 64'245 | 64'245 | 22'299 CHF | 22'948 CHF | 98.19% | 98.19% |
13.05.2024 | 2.75% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 67'647 | 67'647 | 24'788 CHF | 25'467 CHF | 99.92% | 99.92% |
10.05.2024 | 2.45% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 67'582 | 67'582 | 27'299 CHF | 27'977 CHF | 99.64% | 99.64% |
08.05.2024 | 2.28% | 0.46 CHF | 0.47 CHF | 140'000 | 140'000 | 62'988 | 62'988 | 28'286 CHF | 28'919 CHF | 97.06% | 97.06% |
07.05.2024 | 2.26% | 0.49 CHF | 0.50 CHF | 140'000 | 140'000 | 65'472 | 65'472 | 29'953 CHF | 30'611 CHF | 99.94% | 99.94% |
06.05.2024 | 2.50% | 0.42 CHF | 0.43 CHF | 140'000 | 140'000 | 66'502 | 66'502 | 27'090 CHF | 27'758 CHF | 99.87% | 99.87% |
03.05.2024 | 2.52% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 67'271 | 67'271 | 27'054 CHF | 27'729 CHF | 98.38% | 98.38% |
02.05.2024 | 2.65% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 67'449 | 67'449 | 25'761 CHF | 26'438 CHF | 99.27% | 99.27% |