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 | 2.28% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 54'126 CHF | 55'376 CHF | 97.66% | 97.66% |
21.05.2024 | 2.18% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 56'726 CHF | 57'976 CHF | 99.18% | 99.18% |
17.05.2024 | 2.31% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 53'596 CHF | 54'846 CHF | 89.40% | 89.40% |
16.05.2024 | 2.41% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 125'152 | 125'152 | 51'252 CHF | 52'504 CHF | 99.05% | 99.05% |
15.05.2024 | 2.48% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 137'552 | 137'552 | 54'758 CHF | 56'133 CHF | 9.03% | 9.03% |
14.05.2024 | 2.66% | 0.37 CHF | 0.38 CHF | 150'000 | 125'000 | 150'000 | 150'000 | 55'578 CHF | 57'078 CHF | 75.02% | 75.02% |
13.05.2024 | 2.81% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 52'683 CHF | 54'183 CHF | 99.18% | 99.18% |
10.05.2024 | 2.46% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 129'698 | 129'698 | 52'036 CHF | 53'333 CHF | 96.50% | 96.50% |
08.05.2024 | 2.86% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 151'107 | 151'107 | 52'058 CHF | 53'569 CHF | 99.18% | 99.18% |
07.05.2024 | 2.91% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 155'791 | 155'791 | 52'746 CHF | 54'304 CHF | 98.93% | 98.93% |