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 | 2.13% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 110'000 | 75'000 | 51'142 CHF | 35'620 CHF | 99.32% | 99.32% |
15.05.2024 | 2.08% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 110'000 | 74'733 | 52'429 CHF | 36'367 CHF | 97.97% | 97.97% |
14.05.2024 | 2.08% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 110'000 | 75'000 | 52'465 CHF | 36'522 CHF | 100.00% | 100.00% |
13.05.2024 | 1.98% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 103'502 | 75'000 | 51'630 CHF | 38'188 CHF | 100.00% | 100.00% |
10.05.2024 | 2.05% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 110'000 | 75'000 | 53'065 CHF | 36'931 CHF | 100.00% | 100.00% |
08.05.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 120'000 | 75'000 | 120'000 | 75'000 | 52'791 CHF | 33'744 CHF | 100.00% | 100.00% |
07.05.2024 | 2.27% | 0.44 CHF | 0.45 CHF | 120'000 | 75'000 | 120'000 | 75'000 | 52'281 CHF | 33'426 CHF | 98.82% | 98.82% |
06.05.2024 | 2.20% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 119'322 | 75'000 | 53'598 CHF | 34'444 CHF | 100.00% | 100.00% |
03.05.2024 | 2.21% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 119'689 | 75'000 | 53'485 CHF | 34'268 CHF | 98.64% | 98.64% |
02.05.2024 | 2.15% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 110'000 | 75'000 | 50'600 CHF | 35'250 CHF | 99.12% | 99.12% |