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 | 2.00% | 0.50 CHF | 0.51 CHF | 120'000 | 120'000 | 119'406 | 119'406 | 59'107 CHF | 60'302 CHF | 100.00% | 100.00% |
15.05.2024 | 2.09% | 0.48 CHF | 0.49 CHF | 120'000 | 120'000 | 119'248 | 119'248 | 56'806 CHF | 58'001 CHF | 100.00% | 100.00% |
14.05.2024 | 2.12% | 0.47 CHF | 0.48 CHF | 120'000 | 120'000 | 119'467 | 119'467 | 55'923 CHF | 57'118 CHF | 100.00% | 100.00% |
13.05.2024 | 2.01% | 0.48 CHF | 0.49 CHF | 120'000 | 120'000 | 119'667 | 119'667 | 58'818 CHF | 60'015 CHF | 100.00% | 100.00% |
10.05.2024 | 2.02% | 0.51 CHF | 0.52 CHF | 124'000 | 124'000 | 119'810 | 119'810 | 58'649 CHF | 59'847 CHF | 100.00% | 100.00% |
08.05.2024 | 2.10% | 0.47 CHF | 0.48 CHF | 120'000 | 120'000 | 119'479 | 119'479 | 56'378 CHF | 57'573 CHF | 99.25% | 99.25% |
07.05.2024 | 1.94% | 0.55 CHF | 0.56 CHF | 120'000 | 120'000 | 116'429 | 116'429 | 59'840 CHF | 61'005 CHF | 98.94% | 98.94% |
06.05.2024 | 1.88% | 0.53 CHF | 0.54 CHF | 120'000 | 120'000 | 119'501 | 119'501 | 63'055 CHF | 64'250 CHF | 99.09% | 99.09% |
03.05.2024 | 1.87% | 0.54 CHF | 0.55 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 63'247 CHF | 64'442 CHF | 99.98% | 99.98% |
02.05.2024 | 1.83% | 0.54 CHF | 0.55 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 64'744 CHF | 65'939 CHF | 100.00% | 100.00% |