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 | 2.04% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 119'117 | 119'117 | 57'850 CHF | 59'041 CHF | 99.26% | 99.26% |
15.05.2024 | 2.34% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'527 | 125'527 | 53'052 CHF | 54'308 CHF | 99.39% | 99.39% |
14.05.2024 | 2.34% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 52'784 CHF | 54'034 CHF | 99.16% | 99.16% |
13.05.2024 | 2.43% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 50'887 CHF | 52'137 CHF | 99.38% | 99.38% |
10.05.2024 | 2.23% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'331 CHF | 56'581 CHF | 99.38% | 99.38% |
08.05.2024 | 2.51% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 141'133 | 141'133 | 55'371 CHF | 56'783 CHF | 99.38% | 99.38% |
07.05.2024 | 3.14% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 54'837 CHF | 56'587 CHF | 99.23% | 99.23% |
06.05.2024 | 2.95% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 163'617 | 163'617 | 54'679 CHF | 56'315 CHF | 99.22% | 99.22% |
03.05.2024 | 3.56% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 193'839 | 193'839 | 53'477 CHF | 55'415 CHF | 99.39% | 99.39% |
02.05.2024 | 6.07% | 0.15 CHF | 0.16 CHF | 325'000 | 325'000 | 324'854 | 324'854 | 51'867 CHF | 55'115 CHF | 99.39% | 99.39% |