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 | 3.04% | 0.36 CHF | 0.37 CHF | 200'000 | 200'000 | 155'229 | 83'645 | 55'549 CHF | 30'858 CHF | 99.65% | 99.65% |
15.05.2024 | 2.97% | 0.35 CHF | 0.36 CHF | 200'000 | 200'000 | 152'886 | 83'261 | 56'027 CHF | 31'213 CHF | 98.91% | 98.91% |
14.05.2024 | 3.01% | 0.37 CHF | 0.38 CHF | 200'000 | 200'000 | 154'323 | 83'962 | 55'862 CHF | 31'478 CHF | 98.73% | 98.73% |
13.05.2024 | 3.14% | 0.36 CHF | 0.37 CHF | 200'000 | 200'000 | 160'865 | 83'634 | 55'928 CHF | 30'323 CHF | 99.68% | 99.68% |
10.05.2024 | 2.98% | 0.36 CHF | 0.37 CHF | 200'000 | 200'000 | 148'092 | 71'385 | 54'619 CHF | 26'952 CHF | 89.69% | 89.69% |
08.05.2024 | 2.82% | 0.37 CHF | 0.38 CHF | 200'000 | 200'000 | 146'522 | 83'637 | 56'342 CHF | 32'777 CHF | 99.68% | 99.68% |
07.05.2024 | 2.79% | 0.41 CHF | 0.42 CHF | 200'000 | 200'000 | 146'178 | 83'636 | 57'279 CHF | 33'892 CHF | 99.61% | 99.61% |
06.05.2024 | 2.78% | 0.39 CHF | 0.40 CHF | 200'000 | 200'000 | 145'236 | 83'634 | 56'692 CHF | 33'381 CHF | 99.69% | 99.69% |
03.05.2024 | 2.67% | 0.38 CHF | 0.39 CHF | 200'000 | 200'000 | 144'803 | 84'761 | 58'973 CHF | 35'005 CHF | 95.86% | 95.86% |
02.05.2024 | 2.65% | 0.40 CHF | 0.41 CHF | 200'000 | 200'000 | 144'989 | 83'640 | 59'484 CHF | 35'096 CHF | 99.67% | 99.67% |