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 | 2.39% | 0.41 CHF | 0.42 CHF | 130'000 | 75'000 | 125'672 | 75'000 | 52'045 CHF | 31'825 CHF | 98.61% | 98.61% |
15.05.2024 | 2.46% | 0.41 CHF | 0.42 CHF | 130'000 | 75'000 | 130'164 | 74'243 | 52'198 CHF | 30'518 CHF | 98.94% | 98.94% |
14.05.2024 | 2.48% | 0.41 CHF | 0.42 CHF | 130'000 | 75'000 | 129'781 | 75'000 | 51'663 CHF | 30'609 CHF | 100.00% | 100.00% |
13.05.2024 | 2.60% | 0.38 CHF | 0.39 CHF | 140'000 | 75'000 | 137'265 | 75'000 | 52'007 CHF | 29'183 CHF | 100.00% | 100.00% |
10.05.2024 | 2.49% | 0.38 CHF | 0.39 CHF | 140'000 | 75'000 | 130'046 | 75'000 | 51'577 CHF | 30'496 CHF | 100.00% | 100.00% |
08.05.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 120'000 | 75'000 | 120'000 | 75'000 | 52'800 CHF | 33'750 CHF | 100.00% | 100.00% |
07.05.2024 | 2.23% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 120'000 | 75'000 | 53'147 CHF | 33'967 CHF | 98.82% | 98.82% |
06.05.2024 | 2.30% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 120'000 | 75'000 | 51'690 CHF | 33'056 CHF | 100.00% | 100.00% |
03.05.2024 | 2.27% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 120'000 | 75'000 | 52'162 CHF | 33'351 CHF | 98.64% | 98.64% |
02.05.2024 | 2.35% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 120'000 | 75'000 | 50'400 CHF | 32'250 CHF | 99.12% | 99.12% |