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% | 0.30 CHF | 0.31 CHF | 300'000 | 300'000 | 299'739 | 299'739 | 95'083 CHF | 98'083 CHF | 100.00% | 100.00% |
15.05.2024 | 3.03% | 0.31 CHF | 0.32 CHF | 300'000 | 300'000 | 299'423 | 299'423 | 97'828 CHF | 100'828 CHF | 100.00% | 100.00% |
14.05.2024 | 2.93% | 0.33 CHF | 0.34 CHF | 300'000 | 300'000 | 299'943 | 299'943 | 100'784 CHF | 103'784 CHF | 100.00% | 100.00% |
13.05.2024 | 2.77% | 0.34 CHF | 0.35 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 106'970 CHF | 109'970 CHF | 100.00% | 100.00% |
10.05.2024 | 2.68% | 0.37 CHF | 0.38 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 110'458 CHF | 113'458 CHF | 100.00% | 100.00% |
08.05.2024 | 2.60% | 0.38 CHF | 0.39 CHF | 300'000 | 300'000 | 299'947 | 299'947 | 113'751 CHF | 116'751 CHF | 99.29% | 99.29% |
07.05.2024 | 2.62% | 0.37 CHF | 0.38 CHF | 300'000 | 300'000 | 299'830 | 299'830 | 113'052 CHF | 116'052 CHF | 99.81% | 99.81% |
06.05.2024 | 2.50% | 0.39 CHF | 0.40 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 118'664 CHF | 121'664 CHF | 100.00% | 100.00% |
03.05.2024 | 2.45% | 0.41 CHF | 0.42 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 121'005 CHF | 124'005 CHF | 98.78% | 98.78% |
02.05.2024 | 2.53% | 0.39 CHF | 0.40 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 117'008 CHF | 120'008 CHF | 100.00% | 100.00% |