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 | 2.56% | 0.38 CHF | 0.39 CHF | 140'000 | 75'000 | 134'040 | 75'000 | 51'710 CHF | 29'697 CHF | 99.32% | 99.32% |
15.05.2024 | 2.64% | 0.38 CHF | 0.39 CHF | 140'000 | 75'000 | 140'000 | 74'733 | 52'345 CHF | 28'688 CHF | 97.97% | 97.97% |
14.05.2024 | 2.64% | 0.38 CHF | 0.39 CHF | 140'000 | 75'000 | 139'646 | 75'000 | 52'176 CHF | 28'775 CHF | 99.98% | 99.98% |
13.05.2024 | 2.81% | 0.36 CHF | 0.37 CHF | 140'000 | 75'000 | 145'799 | 75'000 | 51'234 CHF | 27'126 CHF | 100.00% | 100.00% |
10.05.2024 | 2.66% | 0.36 CHF | 0.37 CHF | 140'000 | 75'000 | 139'982 | 75'000 | 51'991 CHF | 28'606 CHF | 100.00% | 100.00% |
08.05.2024 | 2.40% | 0.41 CHF | 0.42 CHF | 130'000 | 75'000 | 127'898 | 75'000 | 52'691 CHF | 31'658 CHF | 100.00% | 100.00% |
07.05.2024 | 2.38% | 0.41 CHF | 0.42 CHF | 130'000 | 75'000 | 122'858 | 75'000 | 51'090 CHF | 31'956 CHF | 98.92% | 98.92% |
06.05.2024 | 2.43% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 129'887 | 75'000 | 52'822 CHF | 31'251 CHF | 100.00% | 100.00% |
03.05.2024 | 2.43% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 128'901 | 75'000 | 52'411 CHF | 31'253 CHF | 98.63% | 98.63% |
02.05.2024 | 2.52% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 130'000 | 75'000 | 50'895 CHF | 30'112 CHF | 99.13% | 99.13% |