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 | 2.17% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 113'575 | 75'000 | 51'816 CHF | 34'982 CHF | 99.32% | 99.32% |
15.05.2024 | 2.22% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 119'234 | 74'243 | 53'148 CHF | 33'839 CHF | 98.94% | 98.94% |
14.05.2024 | 2.22% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 119'203 | 75'000 | 53'052 CHF | 34'137 CHF | 100.00% | 100.00% |
13.05.2024 | 2.33% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 122'818 | 75'000 | 52'018 CHF | 32'539 CHF | 100.00% | 100.00% |
10.05.2024 | 2.23% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 119'106 | 75'000 | 52'825 CHF | 34'023 CHF | 100.00% | 100.00% |
08.05.2024 | 2.04% | 0.48 CHF | 0.49 CHF | 110'000 | 75'000 | 110'000 | 75'000 | 53'435 CHF | 37'183 CHF | 100.00% | 100.00% |
07.05.2024 | 2.03% | 0.48 CHF | 0.49 CHF | 110'000 | 75'000 | 109'311 | 75'000 | 53'239 CHF | 37'284 CHF | 98.63% | 98.63% |
06.05.2024 | 2.07% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 110'000 | 75'000 | 52'564 CHF | 36'589 CHF | 100.00% | 100.00% |
03.05.2024 | 2.07% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 110'000 | 75'000 | 52'645 CHF | 36'644 CHF | 98.63% | 98.63% |
02.05.2024 | 2.13% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 110'000 | 75'000 | 51'063 CHF | 35'566 CHF | 99.13% | 99.13% |