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 | 2.32% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 53'360 CHF | 54'610 CHF | 99.85% | 99.85% |
15.05.2024 | 2.30% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 53'664 CHF | 54'914 CHF | 100.00% | 100.00% |
14.05.2024 | 2.38% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 51'840 CHF | 53'090 CHF | 99.77% | 99.77% |
13.05.2024 | 2.41% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 51'206 CHF | 52'456 CHF | 100.00% | 100.00% |
10.05.2024 | 2.46% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 129'636 | 129'636 | 51'940 CHF | 53'236 CHF | 100.00% | 100.00% |
08.05.2024 | 2.96% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 164'235 | 164'235 | 54'649 CHF | 56'291 CHF | 100.00% | 100.00% |
07.05.2024 | 3.55% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 199'737 | 199'737 | 55'245 CHF | 57'242 CHF | 99.84% | 99.84% |
06.05.2024 | 3.71% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 201'721 | 201'721 | 53'341 CHF | 55'358 CHF | 99.82% | 99.82% |
03.05.2024 | 4.09% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 220'592 | 220'592 | 52'784 CHF | 54'990 CHF | 100.00% | 100.00% |
02.05.2024 | 4.21% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 227'660 | 227'660 | 52'893 CHF | 55'170 CHF | 100.00% | 100.00% |