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 |
---|---|---|---|---|---|---|---|---|---|---|---|
21.05.2024 | 2.58% | 0.38 CHF | 0.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 114'591 CHF | 39'197 CHF | 96.63% | 96.63% |
17.05.2024 | 2.36% | 0.42 CHF | 0.43 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 125'677 CHF | 42'892 CHF | 98.89% | 98.89% |
16.05.2024 | 2.54% | 0.39 CHF | 0.40 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 116'519 CHF | 39'840 CHF | 99.15% | 99.15% |
15.05.2024 | 2.66% | 0.37 CHF | 0.38 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 111'292 CHF | 38'097 CHF | 99.04% | 99.04% |
14.05.2024 | 2.68% | 0.36 CHF | 0.37 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 110'466 CHF | 37'822 CHF | 96.87% | 96.87% |
13.05.2024 | 2.84% | 0.36 CHF | 0.37 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 104'181 CHF | 35'727 CHF | 98.08% | 98.08% |
10.05.2024 | 2.85% | 0.33 CHF | 0.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 103'845 CHF | 35'615 CHF | 99.36% | 99.36% |
08.05.2024 | 3.05% | 0.33 CHF | 0.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 96'962 CHF | 33'321 CHF | 99.31% | 99.31% |
07.05.2024 | 3.03% | 0.33 CHF | 0.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 97'611 CHF | 33'537 CHF | 99.36% | 99.36% |
06.05.2024 | 2.92% | 0.32 CHF | 0.33 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 101'253 CHF | 34'751 CHF | 98.11% | 98.11% |