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 | 2.27% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 120'000 | 75'000 | 52'209 CHF | 33'380 CHF | 99.32% | 99.32% |
15.05.2024 | 2.33% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 121'014 | 74'243 | 51'241 CHF | 32'183 CHF | 98.94% | 98.94% |
14.05.2024 | 2.34% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 120'449 | 75'000 | 50'949 CHF | 32'478 CHF | 100.00% | 100.00% |
13.05.2024 | 2.47% | 0.41 CHF | 0.42 CHF | 130'000 | 75'000 | 129'701 | 75'000 | 51'979 CHF | 30'812 CHF | 100.00% | 100.00% |
10.05.2024 | 2.35% | 0.41 CHF | 0.42 CHF | 130'000 | 75'000 | 121'731 | 75'000 | 51'142 CHF | 32'270 CHF | 100.00% | 100.00% |
08.05.2024 | 2.14% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 110'000 | 75'000 | 50'831 CHF | 35'408 CHF | 100.00% | 100.00% |
07.05.2024 | 2.12% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 111'067 | 75'000 | 51'748 CHF | 35'706 CHF | 98.93% | 98.93% |
06.05.2024 | 2.17% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 114'702 | 75'000 | 52'151 CHF | 34'868 CHF | 100.00% | 100.00% |
03.05.2024 | 2.17% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 114'447 | 75'000 | 52'232 CHF | 34'999 CHF | 98.63% | 98.63% |
02.05.2024 | 2.24% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 120'000 | 75'000 | 52'875 CHF | 33'797 CHF | 99.13% | 99.13% |