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 | 3.11% | 0.33 CHF | 0.34 CHF | 40'000 | 40'000 | 39'912 | 39'912 | 12'658 CHF | 13'057 CHF | 100.00% | 100.00% |
15.05.2024 | 2.80% | 0.35 CHF | 0.36 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 14'111 CHF | 14'511 CHF | 100.00% | 100.00% |
14.05.2024 | 2.77% | 0.36 CHF | 0.37 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 14'264 CHF | 14'664 CHF | 100.00% | 100.00% |
13.05.2024 | 2.86% | 0.34 CHF | 0.35 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 13'768 CHF | 14'168 CHF | 100.00% | 100.00% |
10.05.2024 | 3.04% | 0.32 CHF | 0.33 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 14'576 CHF | 15'026 CHF | 100.00% | 100.00% |
08.05.2024 | 3.36% | 0.29 CHF | 0.30 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 13'190 CHF | 13'640 CHF | 100.00% | 100.00% |
07.05.2024 | 3.36% | 0.29 CHF | 0.30 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 13'171 CHF | 13'621 CHF | 100.00% | 100.00% |
06.05.2024 | 3.48% | 0.29 CHF | 0.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 14'110 CHF | 14'610 CHF | 100.00% | 100.00% |
03.05.2024 | 3.71% | 0.27 CHF | 0.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 13'237 CHF | 13'737 CHF | 100.00% | 100.00% |
02.05.2024 | 3.93% | 0.25 CHF | 0.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 12'472 CHF | 12'972 CHF | 100.00% | 100.00% |