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 | 2.03% | 0.50 CHF | 0.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 146'006 CHF | 49'669 CHF | 99.24% | 99.24% |
15.05.2024 | 2.10% | 0.48 CHF | 0.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 141'659 CHF | 48'220 CHF | 99.15% | 99.15% |
14.05.2024 | 2.08% | 0.45 CHF | 0.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 142'612 CHF | 48'537 CHF | 99.01% | 99.01% |
13.05.2024 | 1.99% | 0.49 CHF | 0.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 149'081 CHF | 50'694 CHF | 98.35% | 98.35% |
10.05.2024 | 2.03% | 0.49 CHF | 0.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 146'634 CHF | 49'878 CHF | 99.22% | 99.22% |
08.05.2024 | 2.08% | 0.48 CHF | 0.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 142'886 CHF | 48'629 CHF | 99.23% | 99.23% |
07.05.2024 | 2.17% | 0.47 CHF | 0.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 136'749 CHF | 46'583 CHF | 99.24% | 99.24% |
06.05.2024 | 2.17% | 0.44 CHF | 0.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 136'876 CHF | 46'625 CHF | 97.72% | 97.72% |
03.05.2024 | 2.24% | 0.43 CHF | 0.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 132'752 CHF | 45'251 CHF | 99.19% | 99.19% |
02.05.2024 | 2.24% | 0.45 CHF | 0.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 132'488 CHF | 45'163 CHF | 99.23% | 99.23% |