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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 2.37% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 52'096 CHF | 53'346 CHF | 99.67% | 99.67% |
16.05.2024 | 2.45% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 130'185 | 130'185 | 52'450 CHF | 53'752 CHF | 99.86% | 99.86% |
15.05.2024 | 2.39% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 51'785 CHF | 53'035 CHF | 100.00% | 100.00% |
14.05.2024 | 2.48% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 134'340 | 134'340 | 53'545 CHF | 54'888 CHF | 99.78% | 99.78% |
13.05.2024 | 2.42% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 126'041 | 126'041 | 51'453 CHF | 52'714 CHF | 100.00% | 100.00% |
10.05.2024 | 2.49% | 0.39 CHF | 0.40 CHF | 125'000 | 125'000 | 133'480 | 133'480 | 52'887 CHF | 54'222 CHF | 100.00% | 100.00% |
08.05.2024 | 2.89% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 155'209 | 155'209 | 52'942 CHF | 54'494 CHF | 100.00% | 100.00% |
07.05.2024 | 2.98% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 167'782 | 167'782 | 55'372 CHF | 57'049 CHF | 99.84% | 99.84% |
06.05.2024 | 3.34% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 178'892 | 178'892 | 52'664 CHF | 54'453 CHF | 99.82% | 99.82% |
03.05.2024 | 3.31% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 176'303 | 176'303 | 52'335 CHF | 54'098 CHF | 100.00% | 100.00% |