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 | 2.78% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 53'187 CHF | 54'687 CHF | 99.01% | 99.01% |
15.05.2024 | 2.26% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 126'989 | 126'989 | 55'531 CHF | 56'801 CHF | 99.10% | 99.10% |
14.05.2024 | 2.00% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 112'221 | 112'221 | 55'384 CHF | 56'506 CHF | 98.82% | 98.82% |
13.05.2024 | 1.98% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 111'861 | 111'861 | 55'911 CHF | 57'030 CHF | 99.13% | 99.13% |
10.05.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'680 CHF | 55'680 CHF | 96.44% | 96.44% |
08.05.2024 | 1.75% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'539 CHF | 57'539 CHF | 99.16% | 99.16% |
07.05.2024 | 1.79% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'467 CHF | 56'467 CHF | 98.99% | 98.99% |
06.05.2024 | 1.67% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'358 CHF | 60'358 CHF | 98.97% | 98.97% |
03.05.2024 | 1.41% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 78'801 | 78'799 | 55'365 CHF | 56'152 CHF | 98.18% | 98.18% |
02.05.2024 | 1.22% | 0.79 CHF | 0.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 61'304 CHF | 62'054 CHF | 98.81% | 98.81% |