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 | 1.99% | 0.50 CHF | 0.51 CHF | 240'000 | 240'000 | 107'171 | 107'171 | 54'196 CHF | 55'271 CHF | 100.00% | 100.00% |
15.05.2024 | 2.06% | 0.50 CHF | 0.51 CHF | 240'000 | 240'000 | 106'640 | 106'640 | 52'825 CHF | 53'895 CHF | 100.00% | 100.00% |
14.05.2024 | 2.07% | 0.48 CHF | 0.49 CHF | 235'000 | 235'000 | 105'381 | 105'381 | 51'213 CHF | 52'270 CHF | 100.00% | 100.00% |
13.05.2024 | 1.96% | 0.51 CHF | 0.52 CHF | 240'000 | 240'000 | 107'421 | 107'421 | 55'113 CHF | 56'189 CHF | 100.00% | 100.00% |
10.05.2024 | 2.10% | 0.51 CHF | 0.52 CHF | 240'000 | 240'000 | 106'337 | 106'337 | 52'150 CHF | 53'216 CHF | 100.00% | 100.00% |
08.05.2024 | 2.11% | 0.48 CHF | 0.49 CHF | 235'000 | 235'000 | 104'387 | 104'387 | 50'290 CHF | 51'336 CHF | 98.40% | 98.40% |
07.05.2024 | 2.14% | 0.48 CHF | 0.49 CHF | 235'000 | 235'000 | 105'280 | 105'280 | 49'848 CHF | 50'904 CHF | 98.97% | 98.97% |
06.05.2024 | 2.05% | 0.49 CHF | 0.50 CHF | 240'000 | 240'000 | 107'784 | 107'784 | 52'989 CHF | 54'069 CHF | 99.11% | 99.11% |
03.05.2024 | 2.03% | 0.51 CHF | 0.52 CHF | 240'000 | 240'000 | 106'983 | 106'983 | 53'037 CHF | 54'109 CHF | 99.99% | 99.99% |
02.05.2024 | 1.93% | 0.52 CHF | 0.53 CHF | 240'000 | 240'000 | 107'341 | 107'341 | 56'004 CHF | 57'080 CHF | 99.99% | 99.99% |