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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 2.45% | 0.38 CHF | 0.39 CHF | 110'000 | 110'000 | 107'133 | 107'133 | 43'319 CHF | 44'390 CHF | 100.00% | 100.00% |
21.05.2024 | 2.20% | 0.46 CHF | 0.47 CHF | 100'000 | 100'000 | 97'379 | 97'379 | 43'850 CHF | 44'825 CHF | 100.00% | 100.00% |
17.05.2024 | 2.32% | 0.44 CHF | 0.45 CHF | 110'000 | 110'000 | 109'326 | 109'326 | 46'517 CHF | 47'610 CHF | 99.56% | 99.56% |
16.05.2024 | 2.43% | 0.42 CHF | 0.43 CHF | 110'000 | 110'000 | 109'160 | 109'160 | 44'603 CHF | 45'696 CHF | 100.00% | 100.00% |
15.05.2024 | 2.33% | 0.41 CHF | 0.42 CHF | 110'000 | 110'000 | 109'135 | 109'135 | 46'498 CHF | 47'591 CHF | 100.00% | 100.00% |
14.05.2024 | 2.60% | 0.42 CHF | 0.43 CHF | 120'000 | 120'000 | 119'268 | 119'268 | 45'336 CHF | 46'529 CHF | 99.99% | 99.99% |
13.05.2024 | 2.77% | 0.36 CHF | 0.37 CHF | 120'000 | 120'000 | 119'269 | 119'269 | 42'456 CHF | 43'648 CHF | 100.00% | 100.00% |
10.05.2024 | 2.77% | 0.36 CHF | 0.37 CHF | 130'000 | 130'000 | 129'207 | 129'207 | 45'934 CHF | 47'226 CHF | 100.00% | 100.00% |
08.05.2024 | 3.21% | 0.31 CHF | 0.32 CHF | 130'000 | 130'000 | 129'171 | 129'171 | 39'591 CHF | 40'883 CHF | 99.07% | 99.07% |
07.05.2024 | 2.98% | 0.33 CHF | 0.34 CHF | 140'000 | 140'000 | 138'917 | 138'917 | 45'920 CHF | 47'310 CHF | 100.00% | 100.00% |