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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 2.96% | 0.67 CHF | 0.69 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 73'181 CHF | 75'381 CHF | 100.00% | 100.00% |
22.05.2024 | 3.16% | 0.64 CHF | 0.66 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 74'796 CHF | 77'196 CHF | 100.00% | 100.00% |
21.05.2024 | 3.13% | 0.62 CHF | 0.64 CHF | 120'000 | 120'000 | 119'999 | 119'999 | 75'508 CHF | 77'908 CHF | 96.77% | 96.77% |
17.05.2024 | 3.24% | 0.62 CHF | 0.64 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 72'889 CHF | 75'289 CHF | 100.00% | 100.00% |
16.05.2024 | 2.98% | 0.63 CHF | 0.65 CHF | 110'000 | 110'000 | 109'843 | 109'843 | 72'923 CHF | 75'123 CHF | 100.00% | 100.00% |
15.05.2024 | 3.08% | 0.69 CHF | 0.71 CHF | 120'000 | 120'000 | 119'784 | 119'784 | 76'828 CHF | 79'228 CHF | 100.00% | 100.00% |
14.05.2024 | 3.33% | 0.62 CHF | 0.64 CHF | 120'000 | 120'000 | 119'934 | 119'934 | 70'928 CHF | 73'328 CHF | 99.99% | 99.99% |
13.05.2024 | 3.08% | 0.62 CHF | 0.64 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 70'493 CHF | 72'693 CHF | 100.00% | 100.00% |
10.05.2024 | 3.02% | 0.66 CHF | 0.68 CHF | 120'000 | 120'000 | 119'833 | 119'833 | 78'549 CHF | 80'949 CHF | 100.00% | 100.00% |
08.05.2024 | 3.51% | 0.55 CHF | 0.57 CHF | 130'000 | 130'000 | 127'685 | 127'685 | 71'550 CHF | 74'104 CHF | 99.25% | 99.25% |