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 | 3.12% | 0.32 CHF | 0.33 CHF | 240'000 | 240'000 | 107'171 | 107'171 | 34'386 CHF | 35'462 CHF | 100.00% | 100.00% |
15.05.2024 | 3.25% | 0.32 CHF | 0.33 CHF | 240'000 | 240'000 | 106'641 | 106'641 | 33'420 CHF | 34'490 CHF | 100.00% | 100.00% |
14.05.2024 | 3.27% | 0.30 CHF | 0.31 CHF | 235'000 | 235'000 | 105'376 | 105'376 | 32'068 CHF | 33'124 CHF | 100.00% | 100.00% |
13.05.2024 | 3.02% | 0.33 CHF | 0.34 CHF | 240'000 | 240'000 | 107'420 | 107'420 | 35'399 CHF | 36'475 CHF | 100.00% | 100.00% |
10.05.2024 | 3.38% | 0.33 CHF | 0.34 CHF | 240'000 | 240'000 | 106'339 | 106'339 | 32'479 CHF | 33'544 CHF | 100.00% | 100.00% |
08.05.2024 | 3.41% | 0.30 CHF | 0.31 CHF | 235'000 | 235'000 | 104'388 | 104'388 | 31'185 CHF | 32'231 CHF | 98.40% | 98.40% |
07.05.2024 | 3.46% | 0.29 CHF | 0.30 CHF | 235'000 | 235'000 | 105'276 | 105'276 | 30'585 CHF | 31'641 CHF | 98.97% | 98.97% |
06.05.2024 | 3.23% | 0.31 CHF | 0.32 CHF | 240'000 | 240'000 | 107'774 | 107'774 | 33'424 CHF | 34'504 CHF | 99.12% | 99.12% |
03.05.2024 | 3.19% | 0.32 CHF | 0.33 CHF | 240'000 | 240'000 | 106'988 | 106'988 | 33'562 CHF | 34'634 CHF | 99.99% | 99.99% |
02.05.2024 | 2.97% | 0.34 CHF | 0.35 CHF | 240'000 | 240'000 | 107'352 | 107'352 | 36'175 CHF | 37'251 CHF | 100.00% | 100.00% |