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 | 2.22% | 0.45 CHF | 0.46 CHF | 120'000 | 120'000 | 119'405 | 119'405 | 53'254 CHF | 54'449 CHF | 100.00% | 100.00% |
15.05.2024 | 2.33% | 0.43 CHF | 0.44 CHF | 120'000 | 120'000 | 119'249 | 119'249 | 50'907 CHF | 52'102 CHF | 100.00% | 100.00% |
14.05.2024 | 2.36% | 0.42 CHF | 0.43 CHF | 120'000 | 120'000 | 119'465 | 119'465 | 50'072 CHF | 51'267 CHF | 100.00% | 100.00% |
13.05.2024 | 2.23% | 0.43 CHF | 0.44 CHF | 120'000 | 120'000 | 119'667 | 119'667 | 52'995 CHF | 54'191 CHF | 100.00% | 100.00% |
10.05.2024 | 2.25% | 0.46 CHF | 0.47 CHF | 124'000 | 124'000 | 119'809 | 119'809 | 52'791 CHF | 53'989 CHF | 100.00% | 100.00% |
08.05.2024 | 2.33% | 0.42 CHF | 0.43 CHF | 120'000 | 120'000 | 119'479 | 119'479 | 50'616 CHF | 51'811 CHF | 99.25% | 99.25% |
07.05.2024 | 2.13% | 0.50 CHF | 0.51 CHF | 120'000 | 120'000 | 116'429 | 116'429 | 54'257 CHF | 55'422 CHF | 98.94% | 98.94% |
06.05.2024 | 2.07% | 0.48 CHF | 0.49 CHF | 120'000 | 120'000 | 119'501 | 119'501 | 57'206 CHF | 58'401 CHF | 99.10% | 99.10% |
03.05.2024 | 2.06% | 0.49 CHF | 0.50 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 57'375 CHF | 58'570 CHF | 99.98% | 99.98% |
02.05.2024 | 2.01% | 0.49 CHF | 0.50 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 58'888 CHF | 60'083 CHF | 100.00% | 100.00% |