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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 3.03% | 0.30 CHF | 0.31 CHF | 110'000 | 110'000 | 107'133 | 107'133 | 34'888 CHF | 35'959 CHF | 100.00% | 100.00% |
21.05.2024 | 2.66% | 0.38 CHF | 0.39 CHF | 100'000 | 100'000 | 102'807 | 102'807 | 38'144 CHF | 39'172 CHF | 100.00% | 100.00% |
17.05.2024 | 2.83% | 0.36 CHF | 0.37 CHF | 110'000 | 110'000 | 109'326 | 109'326 | 38'061 CHF | 39'154 CHF | 99.56% | 99.56% |
16.05.2024 | 2.97% | 0.35 CHF | 0.36 CHF | 110'000 | 110'000 | 116'800 | 116'800 | 38'802 CHF | 39'972 CHF | 100.00% | 100.00% |
15.05.2024 | 2.83% | 0.33 CHF | 0.34 CHF | 110'000 | 110'000 | 109'135 | 109'135 | 38'136 CHF | 39'229 CHF | 100.00% | 100.00% |
14.05.2024 | 3.22% | 0.34 CHF | 0.35 CHF | 120'000 | 120'000 | 124'736 | 124'736 | 38'121 CHF | 39'369 CHF | 99.99% | 99.99% |
13.05.2024 | 3.47% | 0.28 CHF | 0.29 CHF | 130'000 | 130'000 | 129'208 | 129'208 | 36'583 CHF | 37'875 CHF | 100.00% | 100.00% |
10.05.2024 | 3.49% | 0.28 CHF | 0.29 CHF | 140'000 | 140'000 | 139'146 | 139'146 | 39'137 CHF | 40'529 CHF | 100.00% | 100.00% |
08.05.2024 | 4.16% | 0.23 CHF | 0.24 CHF | 140'000 | 140'000 | 139'108 | 139'108 | 32'762 CHF | 34'153 CHF | 99.06% | 99.06% |
07.05.2024 | 3.80% | 0.26 CHF | 0.27 CHF | 150'000 | 150'000 | 148'857 | 148'857 | 38'428 CHF | 39'917 CHF | 100.00% | 100.00% |