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 | 3.57% | 0.26 CHF | 0.27 CHF | 300'000 | 300'000 | 299'739 | 299'739 | 82'838 CHF | 85'838 CHF | 100.00% | 100.00% |
15.05.2024 | 3.45% | 0.27 CHF | 0.28 CHF | 300'000 | 300'000 | 299'410 | 299'410 | 85'647 CHF | 88'647 CHF | 100.00% | 100.00% |
14.05.2024 | 3.34% | 0.29 CHF | 0.30 CHF | 300'000 | 300'000 | 299'944 | 299'944 | 88'442 CHF | 91'442 CHF | 99.99% | 99.99% |
13.05.2024 | 3.12% | 0.30 CHF | 0.31 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 94'719 CHF | 97'719 CHF | 100.00% | 100.00% |
10.05.2024 | 3.02% | 0.33 CHF | 0.34 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 97'967 CHF | 100'967 CHF | 100.00% | 100.00% |
08.05.2024 | 2.93% | 0.34 CHF | 0.35 CHF | 300'000 | 300'000 | 299'940 | 299'940 | 100'917 CHF | 103'917 CHF | 99.29% | 99.29% |
07.05.2024 | 2.94% | 0.33 CHF | 0.34 CHF | 300'000 | 300'000 | 299'828 | 299'828 | 100'503 CHF | 103'503 CHF | 99.81% | 99.81% |
06.05.2024 | 2.79% | 0.35 CHF | 0.36 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 106'032 CHF | 109'032 CHF | 100.00% | 100.00% |
03.05.2024 | 2.72% | 0.37 CHF | 0.38 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 108'819 CHF | 111'819 CHF | 98.78% | 98.78% |
02.05.2024 | 2.82% | 0.35 CHF | 0.36 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 104'830 CHF | 107'830 CHF | 100.00% | 100.00% |