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 | 1.97% | 0.51 CHF | 0.52 CHF | 240'000 | 240'000 | 107'172 | 107'172 | 54'874 CHF | 55'949 CHF | 100.00% | 100.00% |
15.05.2024 | 2.03% | 0.51 CHF | 0.52 CHF | 240'000 | 240'000 | 106'642 | 106'642 | 53'719 CHF | 54'789 CHF | 100.00% | 100.00% |
14.05.2024 | 2.03% | 0.49 CHF | 0.50 CHF | 235'000 | 235'000 | 105'376 | 105'376 | 52'107 CHF | 53'164 CHF | 100.00% | 100.00% |
13.05.2024 | 1.93% | 0.52 CHF | 0.53 CHF | 240'000 | 240'000 | 107'420 | 107'420 | 55'978 CHF | 57'055 CHF | 100.00% | 100.00% |
10.05.2024 | 2.07% | 0.52 CHF | 0.53 CHF | 240'000 | 240'000 | 106'339 | 106'339 | 52'831 CHF | 53'896 CHF | 100.00% | 100.00% |
08.05.2024 | 2.08% | 0.49 CHF | 0.50 CHF | 235'000 | 235'000 | 104'384 | 104'384 | 51'057 CHF | 52'103 CHF | 98.39% | 98.39% |
07.05.2024 | 2.10% | 0.48 CHF | 0.49 CHF | 235'000 | 235'000 | 105'276 | 105'276 | 50'666 CHF | 51'722 CHF | 98.97% | 98.97% |
06.05.2024 | 2.02% | 0.50 CHF | 0.51 CHF | 240'000 | 240'000 | 107'832 | 107'832 | 53'957 CHF | 55'038 CHF | 99.00% | 99.00% |
03.05.2024 | 2.00% | 0.51 CHF | 0.52 CHF | 240'000 | 240'000 | 107'003 | 107'003 | 53'969 CHF | 55'041 CHF | 100.00% | 100.00% |
02.05.2024 | 1.90% | 0.53 CHF | 0.54 CHF | 240'000 | 240'000 | 107'352 | 107'352 | 56'806 CHF | 57'881 CHF | 100.00% | 100.00% |