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 | 240'000 | 240'000 | 107'172 | 107'172 | 44'457 CHF | 45'533 CHF | 100.00% | 100.00% |
15.05.2024 | 2.52% | 0.41 CHF | 0.42 CHF | 240'000 | 240'000 | 106'642 | 106'642 | 43'136 CHF | 44'207 CHF | 100.00% | 100.00% |
14.05.2024 | 2.53% | 0.39 CHF | 0.40 CHF | 235'000 | 235'000 | 105'376 | 105'376 | 41'617 CHF | 42'673 CHF | 100.00% | 100.00% |
13.05.2024 | 2.37% | 0.42 CHF | 0.43 CHF | 240'000 | 240'000 | 107'420 | 107'420 | 45'346 CHF | 46'422 CHF | 100.00% | 100.00% |
10.05.2024 | 2.58% | 0.42 CHF | 0.43 CHF | 240'000 | 240'000 | 106'339 | 106'339 | 42'407 CHF | 43'472 CHF | 100.00% | 100.00% |
08.05.2024 | 2.61% | 0.39 CHF | 0.40 CHF | 235'000 | 235'000 | 104'388 | 104'388 | 40'714 CHF | 41'760 CHF | 98.40% | 98.40% |
07.05.2024 | 2.64% | 0.38 CHF | 0.39 CHF | 235'000 | 235'000 | 105'276 | 105'276 | 40'259 CHF | 41'315 CHF | 98.97% | 98.97% |
06.05.2024 | 2.51% | 0.40 CHF | 0.41 CHF | 240'000 | 240'000 | 107'783 | 107'783 | 43'212 CHF | 44'292 CHF | 99.10% | 99.10% |
03.05.2024 | 2.48% | 0.42 CHF | 0.43 CHF | 240'000 | 240'000 | 107'002 | 107'002 | 43'349 CHF | 44'421 CHF | 100.00% | 100.00% |
02.05.2024 | 2.34% | 0.43 CHF | 0.44 CHF | 240'000 | 240'000 | 107'352 | 107'352 | 46'087 CHF | 47'163 CHF | 100.00% | 100.00% |