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 | 3.04% | 0.31 CHF | 0.32 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 48'710 CHF | 50'210 CHF | 99.27% | 99.27% |
15.05.2024 | 2.95% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 50'198 CHF | 51'698 CHF | 99.39% | 99.39% |
14.05.2024 | 2.71% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 54'786 CHF | 56'286 CHF | 99.18% | 99.18% |
13.05.2024 | 2.84% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 52'055 CHF | 53'555 CHF | 99.38% | 99.38% |
10.05.2024 | 2.94% | 0.33 CHF | 0.34 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 50'292 CHF | 51'792 CHF | 99.39% | 99.39% |
08.05.2024 | 3.22% | 0.31 CHF | 0.32 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 45'866 CHF | 47'366 CHF | 99.38% | 99.38% |
07.05.2024 | 3.32% | 0.31 CHF | 0.32 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 44'520 CHF | 46'020 CHF | 99.24% | 99.24% |
06.05.2024 | 3.38% | 0.28 CHF | 0.29 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 43'588 CHF | 45'088 CHF | 99.21% | 99.21% |
03.05.2024 | 3.44% | 0.29 CHF | 0.30 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 42'914 CHF | 44'414 CHF | 99.39% | 99.39% |
02.05.2024 | 3.20% | 0.29 CHF | 0.30 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 46'214 CHF | 47'714 CHF | 99.39% | 99.39% |