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 | 2.30% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 125'254 | 125'250 | 54'040 CHF | 55'291 CHF | 100.00% | 100.00% |
16.05.2024 | 2.31% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 124'998 | 125'000 | 53'555 CHF | 54'807 CHF | 99.83% | 99.83% |
15.05.2024 | 2.50% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 136'704 | 136'702 | 53'951 CHF | 55'317 CHF | 100.00% | 100.00% |
14.05.2024 | 2.39% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 128'668 | 128'669 | 53'130 CHF | 54'417 CHF | 99.80% | 99.80% |
13.05.2024 | 2.33% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 52'980 CHF | 54'230 CHF | 100.00% | 100.00% |
10.05.2024 | 2.32% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 132'491 | 132'491 | 56'456 CHF | 57'781 CHF | 100.00% | 100.00% |
08.05.2024 | 2.72% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 151'113 | 151'128 | 54'791 CHF | 56'307 CHF | 100.00% | 100.00% |
07.05.2024 | 3.21% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 178'815 | 178'807 | 54'859 CHF | 56'645 CHF | 99.83% | 99.83% |
06.05.2024 | 3.04% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 171'441 | 171'442 | 55'585 CHF | 57'300 CHF | 99.77% | 99.77% |
03.05.2024 | 3.01% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 166'918 | 166'921 | 54'673 CHF | 56'344 CHF | 100.00% | 100.00% |