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 | 2.62% | 0.38 CHF | 0.39 CHF | 140'000 | 75'000 | 140'000 | 75'000 | 52'700 CHF | 28'982 CHF | 99.32% | 99.32% |
15.05.2024 | 2.69% | 0.38 CHF | 0.39 CHF | 140'000 | 75'000 | 141'001 | 74'243 | 51'649 CHF | 27'944 CHF | 98.94% | 98.94% |
14.05.2024 | 2.70% | 0.37 CHF | 0.38 CHF | 140'000 | 75'000 | 140'011 | 75'000 | 51'179 CHF | 28'165 CHF | 100.00% | 100.00% |
13.05.2024 | 2.86% | 0.35 CHF | 0.36 CHF | 150'000 | 75'000 | 151'470 | 75'000 | 52'144 CHF | 26'599 CHF | 100.00% | 100.00% |
10.05.2024 | 2.71% | 0.35 CHF | 0.36 CHF | 150'000 | 75'000 | 140'316 | 75'000 | 51'020 CHF | 28'023 CHF | 100.00% | 100.00% |
08.05.2024 | 2.43% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 130'000 | 75'000 | 52'750 CHF | 31'183 CHF | 100.00% | 100.00% |
07.05.2024 | 2.43% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 129'311 | 75'000 | 52'636 CHF | 31'284 CHF | 98.63% | 98.63% |
06.05.2024 | 2.48% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 130'342 | 75'000 | 51'851 CHF | 30'589 CHF | 100.00% | 100.00% |
03.05.2024 | 2.48% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 130'000 | 75'000 | 51'874 CHF | 30'678 CHF | 98.63% | 98.63% |
02.05.2024 | 2.57% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 135'757 | 75'000 | 52'139 CHF | 29'568 CHF | 99.13% | 99.13% |