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 | 3.09% | 0.32 CHF | 0.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 15'953 CHF | 16'453 CHF | 99.77% | 99.77% |
15.05.2024 | 3.09% | 0.33 CHF | 0.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 15'917 CHF | 16'417 CHF | 100.00% | 100.00% |
14.05.2024 | 3.06% | 0.32 CHF | 0.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'072 CHF | 16'572 CHF | 100.00% | 100.00% |
13.05.2024 | 3.12% | 0.31 CHF | 0.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 15'779 CHF | 16'279 CHF | 100.00% | 100.00% |
10.05.2024 | 3.00% | 0.33 CHF | 0.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'425 CHF | 16'925 CHF | 100.00% | 100.00% |
08.05.2024 | 3.08% | 0.32 CHF | 0.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'001 CHF | 16'501 CHF | 100.00% | 100.00% |
07.05.2024 | 3.18% | 0.32 CHF | 0.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 15'458 CHF | 15'958 CHF | 99.76% | 99.76% |
06.05.2024 | 3.19% | 0.30 CHF | 0.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 15'425 CHF | 15'925 CHF | 99.51% | 99.51% |
03.05.2024 | 3.22% | 0.31 CHF | 0.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 15'306 CHF | 15'806 CHF | 99.70% | 99.70% |
02.05.2024 | 3.28% | 0.30 CHF | 0.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 14'993 CHF | 15'493 CHF | 100.00% | 100.00% |