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 | 2.87% | 0.32 CHF | 0.33 CHF | 130'000 | 130'000 | 130'155 | 130'155 | 44'745 CHF | 46'047 CHF | 99.99% | 99.99% |
22.05.2024 | 2.45% | 0.41 CHF | 0.42 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 52'548 CHF | 53'848 CHF | 100.00% | 100.00% |
21.05.2024 | 2.18% | 0.45 CHF | 0.46 CHF | 120'000 | 120'000 | 119'915 | 119'915 | 54'498 CHF | 55'698 CHF | 99.31% | 99.31% |
17.05.2024 | 2.02% | 0.51 CHF | 0.52 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 63'599 CHF | 64'899 CHF | 100.00% | 100.00% |
16.05.2024 | 2.20% | 0.45 CHF | 0.46 CHF | 130'000 | 130'000 | 129'773 | 129'773 | 58'626 CHF | 59'926 CHF | 100.00% | 100.00% |
15.05.2024 | 2.49% | 0.45 CHF | 0.46 CHF | 140'000 | 140'000 | 139'744 | 139'744 | 55'667 CHF | 57'067 CHF | 99.99% | 99.99% |
14.05.2024 | 2.34% | 0.41 CHF | 0.42 CHF | 130'000 | 130'000 | 129'913 | 129'913 | 54'860 CHF | 56'160 CHF | 99.95% | 99.95% |
13.05.2024 | 2.31% | 0.41 CHF | 0.42 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 55'539 CHF | 56'839 CHF | 100.00% | 100.00% |
10.05.2024 | 2.38% | 0.44 CHF | 0.45 CHF | 140'000 | 140'000 | 141'554 | 141'554 | 58'859 CHF | 60'274 CHF | 100.00% | 100.00% |
08.05.2024 | 2.92% | 0.38 CHF | 0.39 CHF | 160'000 | 160'000 | 166'854 | 166'854 | 56'381 CHF | 58'049 CHF | 99.24% | 99.24% |