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 | 2.88% | 0.33 CHF | 0.34 CHF | 300'000 | 300'000 | 299'735 | 299'735 | 102'930 CHF | 105'930 CHF | 100.00% | 100.00% |
15.05.2024 | 3.04% | 0.34 CHF | 0.35 CHF | 300'000 | 300'000 | 299'330 | 299'330 | 97'521 CHF | 100'521 CHF | 99.84% | 99.84% |
14.05.2024 | 3.26% | 0.31 CHF | 0.32 CHF | 300'000 | 300'000 | 299'908 | 299'908 | 90'618 CHF | 93'618 CHF | 99.88% | 99.88% |
13.05.2024 | 3.14% | 0.31 CHF | 0.32 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 94'188 CHF | 97'188 CHF | 100.00% | 100.00% |
10.05.2024 | 3.12% | 0.31 CHF | 0.32 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 94'674 CHF | 97'674 CHF | 100.00% | 100.00% |
08.05.2024 | 3.27% | 0.30 CHF | 0.31 CHF | 300'000 | 300'000 | 299'993 | 299'993 | 90'162 CHF | 93'162 CHF | 99.17% | 99.17% |
07.05.2024 | 3.11% | 0.32 CHF | 0.33 CHF | 300'000 | 300'000 | 299'714 | 299'714 | 95'240 CHF | 98'240 CHF | 99.81% | 99.81% |
06.05.2024 | 2.89% | 0.33 CHF | 0.34 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 102'407 CHF | 105'407 CHF | 100.00% | 100.00% |
03.05.2024 | 2.97% | 0.35 CHF | 0.36 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 99'654 CHF | 102'654 CHF | 98.77% | 98.77% |
02.05.2024 | 3.59% | 0.27 CHF | 0.28 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 82'213 CHF | 85'213 CHF | 100.00% | 100.00% |