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 | 2.43% | 0.40 CHF | 0.41 CHF | 130'000 | 130'000 | 128'894 | 128'894 | 52'478 CHF | 53'768 CHF | 100.00% | 100.00% |
15.05.2024 | 2.44% | 0.44 CHF | 0.45 CHF | 120'000 | 120'000 | 128'370 | 128'370 | 52'261 CHF | 53'548 CHF | 100.00% | 100.00% |
14.05.2024 | 2.57% | 0.40 CHF | 0.41 CHF | 130'000 | 130'000 | 129'890 | 129'890 | 49'933 CHF | 51'233 CHF | 100.00% | 100.00% |
13.05.2024 | 2.64% | 0.40 CHF | 0.41 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 48'648 CHF | 49'948 CHF | 100.00% | 100.00% |
10.05.2024 | 2.75% | 0.36 CHF | 0.37 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 46'656 CHF | 47'956 CHF | 100.00% | 100.00% |
08.05.2024 | 3.19% | 0.32 CHF | 0.33 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 40'122 CHF | 41'422 CHF | 99.25% | 99.25% |
07.05.2024 | 3.81% | 0.28 CHF | 0.28 CHF | 130'000 | 130'000 | 129'894 | 129'894 | 33'526 CHF | 34'826 CHF | 100.00% | 100.00% |
06.05.2024 | 3.98% | 0.26 CHF | 0.27 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 32'005 CHF | 33'305 CHF | 100.00% | 100.00% |
03.05.2024 | 4.18% | 0.23 CHF | 0.24 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 30'479 CHF | 31'779 CHF | 99.98% | 99.98% |
02.05.2024 | 4.08% | 0.25 CHF | 0.26 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 31'225 CHF | 32'525 CHF | 100.00% | 100.00% |