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 | 2.86% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 159'577 | 159'578 | 55'045 CHF | 56'641 CHF | 99.76% | 99.76% |
15.05.2024 | 2.41% | 0.39 CHF | 0.40 CHF | 125'000 | 125'000 | 127'116 | 127'114 | 52'088 CHF | 53'358 CHF | 100.00% | 100.00% |
14.05.2024 | 2.20% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 56'372 CHF | 57'622 CHF | 100.00% | 100.00% |
13.05.2024 | 2.41% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 127'605 | 127'604 | 52'261 CHF | 53'537 CHF | 100.00% | 100.00% |
10.05.2024 | 2.31% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'277 | 125'283 | 53'713 CHF | 54'968 CHF | 53.87% | 53.87% |
08.05.2024 | 2.51% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 136'629 | 136'628 | 53'966 CHF | 55'331 CHF | 100.00% | 100.00% |
07.05.2024 | 1.73% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'444 CHF | 58'444 CHF | 99.73% | 99.73% |
06.05.2024 | 2.16% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 119'367 | 119'367 | 54'635 CHF | 55'829 CHF | 99.51% | 99.51% |
03.05.2024 | 2.60% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 147'125 | 147'127 | 55'842 CHF | 57'314 CHF | 99.72% | 99.72% |
02.05.2024 | 2.70% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 149'925 | 149'925 | 54'809 CHF | 56'309 CHF | 100.00% | 100.00% |