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 | 2.71% | 0.55 CHF | 0.57 CHF | 400'000 | 50'000 | 400'000 | 50'000 | 218'415 CHF | 28'052 CHF | 99.27% | 99.27% |
15.05.2024 | 2.86% | 0.53 CHF | 0.54 CHF | 400'000 | 50'000 | 400'000 | 50'000 | 207'229 CHF | 26'654 CHF | 99.12% | 99.12% |
14.05.2024 | 2.82% | 0.53 CHF | 0.54 CHF | 400'000 | 50'000 | 400'000 | 50'000 | 209'608 CHF | 26'951 CHF | 99.27% | 99.27% |
13.05.2024 | 2.81% | 0.54 CHF | 0.55 CHF | 400'000 | 50'000 | 400'000 | 50'000 | 210'304 CHF | 27'038 CHF | 98.75% | 98.75% |
10.05.2024 | 2.65% | 0.54 CHF | 0.56 CHF | 400'000 | 50'000 | 400'000 | 50'000 | 223'487 CHF | 28'686 CHF | 99.27% | 99.27% |
08.05.2024 | 2.62% | 0.57 CHF | 0.58 CHF | 400'000 | 50'000 | 400'000 | 50'000 | 226'157 CHF | 29'020 CHF | 99.27% | 99.27% |
07.05.2024 | 2.66% | 0.57 CHF | 0.58 CHF | 400'000 | 50'000 | 400'000 | 50'000 | 222'536 CHF | 28'567 CHF | 99.27% | 99.27% |
06.05.2024 | 2.65% | 0.53 CHF | 0.54 CHF | 400'000 | 50'000 | 400'000 | 50'000 | 223'338 CHF | 28'667 CHF | 99.27% | 99.27% |
03.05.2024 | 2.66% | 0.56 CHF | 0.57 CHF | 400'000 | 50'000 | 400'000 | 50'000 | 222'504 CHF | 28'563 CHF | 99.10% | 99.10% |
02.05.2024 | 2.68% | 0.54 CHF | 0.56 CHF | 400'000 | 50'000 | 400'000 | 50'000 | 220'871 CHF | 28'359 CHF | 99.24% | 99.24% |