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 | 3.02% | 0.32 CHF | 0.33 CHF | 160'000 | 75'000 | 160'000 | 75'000 | 52'219 CHF | 25'228 CHF | 99.32% | 99.32% |
15.05.2024 | 3.12% | 0.33 CHF | 0.34 CHF | 160'000 | 75'000 | 163'929 | 74'243 | 51'742 CHF | 24'188 CHF | 98.94% | 98.94% |
14.05.2024 | 3.13% | 0.32 CHF | 0.33 CHF | 160'000 | 75'000 | 166'202 | 75'000 | 52'238 CHF | 24'336 CHF | 100.00% | 100.00% |
13.05.2024 | 3.35% | 0.30 CHF | 0.31 CHF | 170'000 | 75'000 | 174'504 | 75'000 | 51'234 CHF | 22'789 CHF | 100.00% | 100.00% |
10.05.2024 | 3.15% | 0.30 CHF | 0.31 CHF | 170'000 | 75'000 | 167'515 | 75'000 | 52'329 CHF | 24'190 CHF | 100.00% | 100.00% |
08.05.2024 | 2.78% | 0.35 CHF | 0.36 CHF | 150'000 | 75'000 | 144'751 | 75'000 | 51'398 CHF | 27'394 CHF | 100.00% | 100.00% |
07.05.2024 | 2.77% | 0.35 CHF | 0.36 CHF | 150'000 | 75'000 | 142'806 | 75'000 | 50'841 CHF | 27'465 CHF | 98.93% | 98.93% |
06.05.2024 | 2.84% | 0.34 CHF | 0.35 CHF | 150'000 | 75'000 | 150'176 | 75'000 | 52'104 CHF | 26'776 CHF | 100.00% | 100.00% |
03.05.2024 | 2.83% | 0.34 CHF | 0.35 CHF | 150'000 | 75'000 | 148'883 | 75'000 | 51'886 CHF | 26'894 CHF | 98.63% | 98.63% |
02.05.2024 | 2.95% | 0.34 CHF | 0.35 CHF | 150'000 | 75'000 | 155'791 | 75'000 | 52'042 CHF | 25'816 CHF | 99.13% | 99.13% |