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 | 2.05% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 60'209 CHF | 61'459 CHF | 99.06% | 99.06% |
15.05.2024 | 2.23% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'533 CHF | 56'783 CHF | 99.10% | 99.10% |
14.05.2024 | 2.33% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 52'979 CHF | 54'229 CHF | 98.88% | 98.88% |
13.05.2024 | 2.24% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'163 CHF | 56'413 CHF | 99.14% | 99.14% |
10.05.2024 | 2.30% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 53'790 CHF | 55'040 CHF | 93.61% | 93.61% |
08.05.2024 | 2.32% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 53'298 CHF | 54'548 CHF | 99.14% | 99.14% |
07.05.2024 | 2.24% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'304 CHF | 56'554 CHF | 98.98% | 98.98% |
06.05.2024 | 2.40% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 51'529 CHF | 52'779 CHF | 94.31% | 94.31% |
03.05.2024 | 2.64% | 0.41 CHF | 0.42 CHF | 95'000 | 125'000 | 148'960 | 148'960 | 55'722 CHF | 57'211 CHF | 82.78% | 82.78% |
02.05.2024 | 2.68% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 55'241 CHF | 56'741 CHF | 76.26% | 76.26% |