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 | 2.23% | 0.45 CHF | 0.46 CHF | 70'000 | 70'000 | 70'354 | 70'354 | 31'138 CHF | 31'841 CHF | 99.55% | 99.55% |
15.05.2024 | 2.35% | 0.42 CHF | 0.43 CHF | 80'000 | 80'000 | 72'436 | 72'436 | 30'440 CHF | 31'165 CHF | 99.50% | 99.50% |
14.05.2024 | 2.39% | 0.42 CHF | 0.43 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 28'957 CHF | 29'657 CHF | 99.51% | 99.56% |
13.05.2024 | 2.25% | 0.43 CHF | 0.44 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 26'418 CHF | 27'018 CHF | 99.52% | 99.52% |
10.05.2024 | 2.25% | 0.46 CHF | 0.47 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 30'736 CHF | 31'436 CHF | 99.57% | 99.57% |
08.05.2024 | 2.35% | 0.42 CHF | 0.43 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 25'199 CHF | 25'799 CHF | 99.57% | 99.57% |
07.05.2024 | 2.10% | 0.52 CHF | 0.53 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 28'425 CHF | 29'025 CHF | 99.58% | 99.58% |
06.05.2024 | 2.01% | 0.49 CHF | 0.50 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 29'495 CHF | 30'095 CHF | 99.56% | 99.56% |
03.05.2024 | 2.01% | 0.51 CHF | 0.52 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 29'525 CHF | 30'125 CHF | 99.53% | 99.53% |
02.05.2024 | 1.96% | 0.50 CHF | 0.51 CHF | 50'000 | 50'000 | 46'757 | 46'757 | 23'669 CHF | 24'136 CHF | 99.48% | 99.48% |