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 | 2.01% | 0.48 CHF | 0.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 147'538 CHF | 50'179 CHF | 98.47% | 98.47% |
15.05.2024 | 2.09% | 0.48 CHF | 0.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 141'863 CHF | 48'288 CHF | 98.33% | 98.33% |
14.05.2024 | 2.09% | 0.47 CHF | 0.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 142'304 CHF | 48'435 CHF | 99.36% | 99.36% |
13.05.2024 | 2.04% | 0.46 CHF | 0.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 145'852 CHF | 49'617 CHF | 98.93% | 98.93% |
10.05.2024 | 2.01% | 0.50 CHF | 0.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 148'000 CHF | 50'333 CHF | 99.36% | 99.36% |
08.05.2024 | 2.12% | 0.47 CHF | 0.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 140'375 CHF | 47'792 CHF | 99.35% | 99.35% |
07.05.2024 | 2.01% | 0.47 CHF | 0.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 148'164 CHF | 50'388 CHF | 94.67% | 94.67% |
06.05.2024 | 2.05% | 0.49 CHF | 0.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 145'326 CHF | 49'442 CHF | 99.37% | 99.37% |
03.05.2024 | 2.37% | 0.44 CHF | 0.45 CHF | 300'000 | 100'000 | 300'000 | 98'019 | 125'488 CHF | 41'957 CHF | 96.60% | 96.60% |
02.05.2024 | 2.47% | 0.41 CHF | 0.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 119'972 CHF | 40'991 CHF | 99.36% | 99.36% |