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 | 2.42% | 0.41 CHF | 0.42 CHF | 130'000 | 75'000 | 128'606 | 75'000 | 52'588 CHF | 31'427 CHF | 99.32% | 99.32% |
15.05.2024 | 2.48% | 0.41 CHF | 0.42 CHF | 130'000 | 75'000 | 130'867 | 74'243 | 52'018 CHF | 30'260 CHF | 98.94% | 98.94% |
14.05.2024 | 2.49% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 130'000 | 75'000 | 51'525 CHF | 30'476 CHF | 100.00% | 100.00% |
13.05.2024 | 2.63% | 0.38 CHF | 0.39 CHF | 140'000 | 75'000 | 138'405 | 75'000 | 52'031 CHF | 28'957 CHF | 100.00% | 100.00% |
10.05.2024 | 2.51% | 0.38 CHF | 0.39 CHF | 140'000 | 75'000 | 130'261 | 75'000 | 51'289 CHF | 30'283 CHF | 100.00% | 100.00% |
08.05.2024 | 2.26% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 120'000 | 75'000 | 52'395 CHF | 33'497 CHF | 100.00% | 100.00% |
07.05.2024 | 2.25% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 120'000 | 75'000 | 52'795 CHF | 33'747 CHF | 98.82% | 98.82% |
06.05.2024 | 2.31% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 120'192 | 75'000 | 51'533 CHF | 32'909 CHF | 100.00% | 100.00% |
03.05.2024 | 2.29% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 120'000 | 75'000 | 51'699 CHF | 33'062 CHF | 98.64% | 98.64% |
02.05.2024 | 2.38% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 125'129 | 75'000 | 51'887 CHF | 31'865 CHF | 99.12% | 99.12% |