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 | 2.40% | 0.41 CHF | 0.42 CHF | 240'000 | 240'000 | 107'174 | 107'174 | 44'784 CHF | 45'859 CHF | 100.00% | 100.00% |
15.05.2024 | 2.50% | 0.42 CHF | 0.43 CHF | 240'000 | 240'000 | 106'642 | 106'642 | 43'620 CHF | 44'691 CHF | 100.00% | 100.00% |
14.05.2024 | 2.49% | 0.40 CHF | 0.41 CHF | 235'000 | 235'000 | 105'389 | 105'389 | 42'359 CHF | 43'415 CHF | 100.00% | 100.00% |
13.05.2024 | 2.35% | 0.42 CHF | 0.43 CHF | 240'000 | 240'000 | 107'420 | 107'420 | 45'811 CHF | 46'888 CHF | 100.00% | 100.00% |
10.05.2024 | 2.55% | 0.42 CHF | 0.43 CHF | 240'000 | 240'000 | 106'337 | 106'337 | 42'892 CHF | 43'957 CHF | 100.00% | 100.00% |
08.05.2024 | 2.56% | 0.40 CHF | 0.41 CHF | 235'000 | 235'000 | 104'385 | 104'385 | 41'385 CHF | 42'431 CHF | 98.39% | 98.39% |
07.05.2024 | 2.61% | 0.39 CHF | 0.40 CHF | 235'000 | 235'000 | 105'281 | 105'281 | 40'657 CHF | 41'713 CHF | 98.97% | 98.97% |
06.05.2024 | 2.49% | 0.41 CHF | 0.42 CHF | 240'000 | 240'000 | 107'843 | 107'843 | 43'565 CHF | 44'646 CHF | 98.99% | 98.99% |
03.05.2024 | 2.47% | 0.42 CHF | 0.43 CHF | 240'000 | 240'000 | 106'995 | 106'995 | 43'712 CHF | 44'784 CHF | 100.00% | 100.00% |
02.05.2024 | 2.30% | 0.43 CHF | 0.44 CHF | 240'000 | 240'000 | 107'354 | 107'354 | 46'671 CHF | 47'746 CHF | 100.00% | 100.00% |