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 | 2.56% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 135'072 | 75'000 | 51'968 CHF | 29'620 CHF | 99.32% | 99.32% |
15.05.2024 | 2.49% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 130'000 | 74'243 | 51'566 CHF | 30'189 CHF | 98.94% | 98.94% |
14.05.2024 | 2.49% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 130'344 | 75'000 | 51'735 CHF | 30'522 CHF | 100.00% | 100.00% |
13.05.2024 | 2.36% | 0.41 CHF | 0.42 CHF | 130'000 | 75'000 | 123'502 | 75'000 | 51'733 CHF | 32'188 CHF | 100.00% | 100.00% |
10.05.2024 | 2.46% | 0.41 CHF | 0.42 CHF | 130'000 | 75'000 | 130'000 | 75'000 | 52'313 CHF | 30'931 CHF | 100.00% | 100.00% |
08.05.2024 | 2.74% | 0.36 CHF | 0.37 CHF | 140'000 | 75'000 | 140'078 | 75'000 | 50'417 CHF | 27'744 CHF | 100.00% | 100.00% |
07.05.2024 | 2.77% | 0.36 CHF | 0.37 CHF | 140'000 | 75'000 | 146'514 | 75'000 | 52'075 CHF | 27'426 CHF | 98.82% | 98.82% |
06.05.2024 | 2.67% | 0.37 CHF | 0.38 CHF | 140'000 | 75'000 | 140'000 | 75'000 | 51'695 CHF | 28'444 CHF | 100.00% | 100.00% |
03.05.2024 | 2.69% | 0.37 CHF | 0.38 CHF | 140'000 | 75'000 | 140'000 | 75'000 | 51'366 CHF | 28'268 CHF | 98.64% | 98.64% |
02.05.2024 | 2.60% | 0.38 CHF | 0.39 CHF | 140'000 | 75'000 | 140'000 | 75'000 | 53'200 CHF | 29'250 CHF | 99.12% | 99.12% |