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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 2.82% | 0.36 CHF | 0.37 CHF | 140'000 | 75'000 | 144'564 | 75'000 | 50'503 CHF | 26'966 CHF | 88.07% | 88.07% |
21.05.2024 | 2.90% | 0.35 CHF | 0.36 CHF | 146'790 | 75'000 | 146'161 | 75'000 | 49'626 CHF | 26'214 CHF | 95.12% | 95.12% |
17.05.2024 | 2.99% | 0.33 CHF | 0.34 CHF | 145'304 | 75'000 | 145'736 | 75'000 | 48'030 CHF | 25'466 CHF | 100.00% | 100.00% |
16.05.2024 | 3.20% | 0.31 CHF | 0.32 CHF | 143'964 | 75'000 | 143'759 | 75'000 | 44'264 CHF | 23'841 CHF | 91.82% | 91.82% |
15.05.2024 | 2.87% | 0.34 CHF | 0.35 CHF | 145'418 | 75'000 | 145'097 | 74'184 | 50'460 CHF | 26'551 CHF | 91.75% | 91.75% |
14.05.2024 | 2.64% | 0.36 CHF | 0.37 CHF | 140'000 | 75'000 | 138'841 | 75'000 | 51'909 CHF | 28'817 CHF | 100.00% | 100.00% |
13.05.2024 | 2.98% | 0.34 CHF | 0.35 CHF | 145'610 | 75'000 | 145'281 | 75'000 | 48'032 CHF | 25'544 CHF | 100.00% | 100.00% |
10.05.2024 | 3.02% | 0.33 CHF | 0.34 CHF | 145'300 | 75'000 | 145'141 | 75'000 | 47'401 CHF | 25'242 CHF | 92.69% | 92.69% |
08.05.2024 | 2.79% | 0.34 CHF | 0.35 CHF | 146'280 | 75'000 | 144'179 | 75'000 | 50'995 CHF | 27'291 CHF | 99.66% | 99.66% |
07.05.2024 | 2.41% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 126'730 | 75'000 | 51'916 CHF | 31'495 CHF | 96.44% | 96.44% |