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 | 2.49% | 0.41 CHF | 0.42 CHF | 120'000 | 120'000 | 119'405 | 119'405 | 47'354 CHF | 48'549 CHF | 100.00% | 100.00% |
15.05.2024 | 2.63% | 0.38 CHF | 0.39 CHF | 120'000 | 120'000 | 119'224 | 119'224 | 44'980 CHF | 46'175 CHF | 100.00% | 100.00% |
14.05.2024 | 2.67% | 0.38 CHF | 0.39 CHF | 120'000 | 120'000 | 119'465 | 119'465 | 44'231 CHF | 45'426 CHF | 100.00% | 100.00% |
13.05.2024 | 2.51% | 0.38 CHF | 0.39 CHF | 120'000 | 120'000 | 119'667 | 119'667 | 47'151 CHF | 48'348 CHF | 100.00% | 100.00% |
10.05.2024 | 2.52% | 0.41 CHF | 0.42 CHF | 124'000 | 124'000 | 119'810 | 119'810 | 46'965 CHF | 48'163 CHF | 100.00% | 100.00% |
08.05.2024 | 2.63% | 0.38 CHF | 0.39 CHF | 120'000 | 120'000 | 119'479 | 119'479 | 44'827 CHF | 46'022 CHF | 99.25% | 99.25% |
07.05.2024 | 2.38% | 0.46 CHF | 0.47 CHF | 120'000 | 120'000 | 116'430 | 116'430 | 48'623 CHF | 49'788 CHF | 98.94% | 98.94% |
06.05.2024 | 2.30% | 0.43 CHF | 0.44 CHF | 120'000 | 120'000 | 119'501 | 119'501 | 51'466 CHF | 52'661 CHF | 99.11% | 99.11% |
03.05.2024 | 2.29% | 0.44 CHF | 0.45 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 51'577 CHF | 52'772 CHF | 100.00% | 100.00% |
02.05.2024 | 2.23% | 0.44 CHF | 0.45 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 53'039 CHF | 54'234 CHF | 100.00% | 100.00% |