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 | 2.29% | 0.42 CHF | 0.43 CHF | 300'000 | 300'000 | 299'736 | 299'736 | 129'708 CHF | 132'708 CHF | 100.00% | 100.00% |
15.05.2024 | 2.39% | 0.43 CHF | 0.44 CHF | 300'000 | 300'000 | 299'325 | 299'325 | 124'251 CHF | 127'251 CHF | 99.84% | 99.84% |
14.05.2024 | 2.52% | 0.40 CHF | 0.41 CHF | 300'000 | 300'000 | 299'903 | 299'903 | 117'466 CHF | 120'466 CHF | 99.88% | 99.88% |
13.05.2024 | 2.45% | 0.39 CHF | 0.40 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 121'020 CHF | 124'020 CHF | 100.00% | 100.00% |
10.05.2024 | 2.44% | 0.40 CHF | 0.41 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 121'674 CHF | 124'674 CHF | 100.00% | 100.00% |
08.05.2024 | 2.53% | 0.39 CHF | 0.40 CHF | 300'000 | 300'000 | 299'988 | 299'988 | 116'888 CHF | 119'888 CHF | 99.17% | 99.17% |
07.05.2024 | 2.43% | 0.41 CHF | 0.42 CHF | 300'000 | 300'000 | 299'823 | 299'823 | 121'917 CHF | 124'917 CHF | 99.74% | 99.74% |
06.05.2024 | 2.30% | 0.42 CHF | 0.43 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 129'037 CHF | 132'037 CHF | 100.00% | 100.00% |
03.05.2024 | 2.35% | 0.44 CHF | 0.45 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 126'407 CHF | 129'407 CHF | 98.77% | 98.77% |
02.05.2024 | 2.72% | 0.35 CHF | 0.36 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 108'907 CHF | 111'907 CHF | 99.99% | 99.99% |