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 | 3.01% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 149'779 | 149'779 | 49'242 CHF | 50'742 CHF | 100.00% | 100.00% |
15.05.2024 | 2.89% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 150'264 | 150'264 | 51'518 CHF | 53'024 CHF | 100.00% | 100.00% |
14.05.2024 | 2.95% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 149'918 | 149'918 | 50'107 CHF | 51'607 CHF | 100.00% | 100.00% |
13.05.2024 | 2.75% | 0.35 CHF | 0.36 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 57'509 CHF | 59'109 CHF | 100.00% | 100.00% |
10.05.2024 | 2.92% | 0.33 CHF | 0.34 CHF | 170'000 | 170'000 | 165'511 | 165'511 | 55'808 CHF | 57'463 CHF | 100.00% | 100.00% |
08.05.2024 | 3.21% | 0.30 CHF | 0.31 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 52'097 CHF | 53'797 CHF | 99.14% | 99.14% |
07.05.2024 | 3.29% | 0.30 CHF | 0.31 CHF | 170'000 | 170'000 | 169'716 | 169'716 | 50'972 CHF | 52'672 CHF | 100.00% | 100.00% |
06.05.2024 | 3.24% | 0.30 CHF | 0.31 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 51'657 CHF | 53'357 CHF | 100.00% | 100.00% |
03.05.2024 | 3.37% | 0.29 CHF | 0.30 CHF | 170'000 | 170'000 | 172'920 | 172'920 | 50'502 CHF | 52'231 CHF | 99.98% | 99.98% |
02.05.2024 | 3.46% | 0.28 CHF | 0.30 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 45'475 CHF | 47'075 CHF | 99.99% | 99.99% |