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 | 2.81% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 52'692 CHF | 54'192 CHF | 99.86% | 99.86% |
15.05.2024 | 2.79% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 53'059 CHF | 54'559 CHF | 100.00% | 100.00% |
14.05.2024 | 2.89% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 151'297 | 151'297 | 51'686 CHF | 53'199 CHF | 99.77% | 99.77% |
13.05.2024 | 2.94% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 161'369 | 161'369 | 54'127 CHF | 55'740 CHF | 100.00% | 100.00% |
10.05.2024 | 3.01% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 174'482 | 174'482 | 57'059 CHF | 58'804 CHF | 100.00% | 100.00% |
08.05.2024 | 3.55% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 199'474 | 199'474 | 55'232 CHF | 57'227 CHF | 100.00% | 100.00% |
07.05.2024 | 4.16% | 0.25 CHF | 0.26 CHF | 225'000 | 225'000 | 225'784 | 225'784 | 53'197 CHF | 55'455 CHF | 99.84% | 99.84% |
06.05.2024 | 4.32% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 233'437 | 233'437 | 52'826 CHF | 55'161 CHF | 99.83% | 99.83% |
03.05.2024 | 4.73% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 51'693 CHF | 54'193 CHF | 100.00% | 100.00% |
02.05.2024 | 4.81% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 50'714 CHF | 53'214 CHF | 100.00% | 100.00% |