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 | 2.52% | 0.59 CHF | 0.61 CHF | 400'000 | 25'000 | 400'000 | 25'000 | 235'571 CHF | 15'098 CHF | 99.27% | 99.27% |
15.05.2024 | 2.63% | 0.57 CHF | 0.58 CHF | 400'000 | 25'000 | 400'000 | 25'000 | 225'478 CHF | 14'467 CHF | 99.12% | 99.12% |
14.05.2024 | 2.61% | 0.57 CHF | 0.58 CHF | 400'000 | 25'000 | 400'000 | 25'000 | 226'832 CHF | 14'552 CHF | 99.27% | 99.27% |
13.05.2024 | 2.61% | 0.58 CHF | 0.59 CHF | 400'000 | 25'000 | 400'000 | 25'000 | 227'308 CHF | 14'582 CHF | 98.75% | 98.75% |
10.05.2024 | 2.49% | 0.58 CHF | 0.60 CHF | 400'000 | 25'000 | 400'000 | 25'000 | 238'136 CHF | 15'259 CHF | 99.27% | 99.27% |
08.05.2024 | 2.47% | 0.60 CHF | 0.62 CHF | 400'000 | 25'000 | 400'000 | 25'000 | 240'076 CHF | 15'380 CHF | 99.27% | 99.27% |
07.05.2024 | 2.50% | 0.60 CHF | 0.62 CHF | 400'000 | 25'000 | 400'000 | 25'000 | 236'845 CHF | 15'178 CHF | 99.27% | 99.27% |
06.05.2024 | 2.50% | 0.57 CHF | 0.58 CHF | 400'000 | 25'000 | 400'000 | 25'000 | 237'421 CHF | 15'214 CHF | 99.27% | 99.27% |
03.05.2024 | 2.50% | 0.60 CHF | 0.61 CHF | 400'000 | 25'000 | 400'000 | 25'000 | 236'639 CHF | 15'165 CHF | 99.11% | 99.11% |
02.05.2024 | 2.52% | 0.58 CHF | 0.60 CHF | 400'000 | 25'000 | 400'000 | 25'000 | 234'860 CHF | 15'054 CHF | 99.24% | 99.24% |