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 | 3.95% | 0.23 CHF | 0.24 CHF | 300'000 | 300'000 | 299'821 | 299'821 | 74'809 CHF | 77'809 CHF | 100.00% | 100.00% |
15.05.2024 | 4.25% | 0.24 CHF | 0.25 CHF | 300'000 | 300'000 | 299'394 | 299'321 | 69'338 CHF | 72'321 CHF | 99.84% | 99.84% |
14.05.2024 | 4.71% | 0.22 CHF | 0.23 CHF | 300'000 | 300'000 | 299'946 | 299'946 | 62'282 CHF | 65'282 CHF | 99.87% | 99.87% |
13.05.2024 | 4.46% | 0.21 CHF | 0.22 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 65'831 CHF | 68'831 CHF | 100.00% | 100.00% |
10.05.2024 | 4.43% | 0.22 CHF | 0.23 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 66'238 CHF | 69'238 CHF | 100.00% | 100.00% |
08.05.2024 | 4.74% | 0.21 CHF | 0.22 CHF | 300'000 | 300'000 | 299'989 | 299'989 | 61'812 CHF | 64'812 CHF | 99.17% | 99.17% |
07.05.2024 | 4.39% | 0.23 CHF | 0.24 CHF | 300'000 | 300'000 | 299'874 | 299'874 | 66'932 CHF | 69'932 CHF | 99.74% | 99.74% |
06.05.2024 | 4.01% | 0.24 CHF | 0.25 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 73'334 CHF | 76'334 CHF | 100.00% | 100.00% |
03.05.2024 | 4.15% | 0.26 CHF | 0.27 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 71'205 CHF | 74'205 CHF | 98.77% | 98.77% |
02.05.2024 | 5.41% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 54'052 CHF | 57'052 CHF | 99.99% | 99.99% |