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 | 2.58% | 0.43 CHF | 0.44 CHF | 200'000 | 200'000 | 138'402 | 83'645 | 58'487 CHF | 36'271 CHF | 99.65% | 99.65% |
15.05.2024 | 2.53% | 0.42 CHF | 0.43 CHF | 200'000 | 200'000 | 137'182 | 83'261 | 59'113 CHF | 36'605 CHF | 98.90% | 98.90% |
14.05.2024 | 2.56% | 0.44 CHF | 0.45 CHF | 200'000 | 200'000 | 137'554 | 83'961 | 58'772 CHF | 36'928 CHF | 98.73% | 98.73% |
13.05.2024 | 2.65% | 0.43 CHF | 0.44 CHF | 200'000 | 200'000 | 145'212 | 83'634 | 59'963 CHF | 35'741 CHF | 99.68% | 99.68% |
10.05.2024 | 2.54% | 0.42 CHF | 0.43 CHF | 200'000 | 200'000 | 130'789 | 71'385 | 56'684 CHF | 31'581 CHF | 89.69% | 89.69% |
08.05.2024 | 2.42% | 0.44 CHF | 0.45 CHF | 200'000 | 200'000 | 133'284 | 83'637 | 59'839 CHF | 38'206 CHF | 99.68% | 99.68% |
07.05.2024 | 2.39% | 0.47 CHF | 0.48 CHF | 200'000 | 200'000 | 134'812 | 83'634 | 61'599 CHF | 39'309 CHF | 99.61% | 99.61% |
06.05.2024 | 2.39% | 0.45 CHF | 0.46 CHF | 200'000 | 200'000 | 130'646 | 83'634 | 59'404 CHF | 38'790 CHF | 99.69% | 99.69% |
03.05.2024 | 2.31% | 0.45 CHF | 0.46 CHF | 200'000 | 200'000 | 130'211 | 84'764 | 61'361 CHF | 40'488 CHF | 95.86% | 95.86% |
02.05.2024 | 2.29% | 0.47 CHF | 0.48 CHF | 200'000 | 200'000 | 129'561 | 83'639 | 61'564 CHF | 40'542 CHF | 99.67% | 99.67% |