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 | 2.21% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'834 CHF | 57'084 CHF | 99.76% | 99.76% |
15.05.2024 | 2.09% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 59'073 CHF | 60'323 CHF | 99.57% | 99.57% |
14.05.2024 | 2.21% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'847 CHF | 57'097 CHF | 100.00% | 100.00% |
13.05.2024 | 2.18% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 56'815 CHF | 58'065 CHF | 99.99% | 99.99% |
10.05.2024 | 2.05% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 60'419 CHF | 61'669 CHF | 100.00% | 100.00% |
08.05.2024 | 2.08% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 120'795 | 120'795 | 57'463 CHF | 58'670 CHF | 100.00% | 100.00% |
07.05.2024 | 2.09% | 0.50 CHF | 0.51 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 59'260 CHF | 60'510 CHF | 99.73% | 99.73% |
06.05.2024 | 2.34% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 52'864 CHF | 54'114 CHF | 99.51% | 99.51% |
03.05.2024 | 2.43% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 129'187 | 129'188 | 52'489 CHF | 53'781 CHF | 99.69% | 99.69% |
02.05.2024 | 2.40% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 126'559 | 126'560 | 52'109 CHF | 53'375 CHF | 100.00% | 100.00% |