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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.05.2024 | 2.30% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 53'793 CHF | 55'043 CHF | 99.39% | 99.39% |
24.05.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 54'930 CHF | 56'180 CHF | 99.38% | 99.38% |
23.05.2024 | 2.23% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'553 CHF | 56'803 CHF | 99.05% | 99.05% |
22.05.2024 | 2.20% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 56'269 CHF | 57'519 CHF | 97.94% | 97.94% |
21.05.2024 | 2.13% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 58'045 CHF | 59'295 CHF | 99.38% | 99.38% |
17.05.2024 | 2.20% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 56'128 CHF | 57'378 CHF | 99.04% | 99.04% |
16.05.2024 | 2.20% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 56'262 CHF | 57'512 CHF | 99.26% | 99.26% |
15.05.2024 | 2.47% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 133'585 | 133'585 | 53'273 CHF | 54'609 CHF | 99.38% | 99.38% |
14.05.2024 | 2.47% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 135'317 | 135'317 | 54'032 CHF | 55'385 CHF | 99.16% | 99.16% |
13.05.2024 | 2.55% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 147'336 | 147'336 | 57'012 CHF | 58'485 CHF | 99.39% | 99.39% |