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 | 4.79% | 0.22 CHF | 0.23 CHF | 350'000 | 350'000 | 349'486 | 349'486 | 71'679 CHF | 75'179 CHF | 100.00% | 100.00% |
15.05.2024 | 4.45% | 0.21 CHF | 0.22 CHF | 340'000 | 340'000 | 339'388 | 339'388 | 74'914 CHF | 78'314 CHF | 99.84% | 99.84% |
14.05.2024 | 4.04% | 0.23 CHF | 0.24 CHF | 340'000 | 340'000 | 340'000 | 340'000 | 82'557 CHF | 85'957 CHF | 99.89% | 99.89% |
13.05.2024 | 4.19% | 0.24 CHF | 0.25 CHF | 340'000 | 340'000 | 340'000 | 340'000 | 79'440 CHF | 82'840 CHF | 100.00% | 100.00% |
10.05.2024 | 4.15% | 0.24 CHF | 0.25 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 82'547 CHF | 86'047 CHF | 100.00% | 100.00% |
08.05.2024 | 3.88% | 0.26 CHF | 0.27 CHF | 340'000 | 340'000 | 340'000 | 340'000 | 85'917 CHF | 89'317 CHF | 99.29% | 99.29% |
07.05.2024 | 4.14% | 0.23 CHF | 0.24 CHF | 350'000 | 350'000 | 349'628 | 349'628 | 82'997 CHF | 86'497 CHF | 100.00% | 100.00% |
06.05.2024 | 4.45% | 0.22 CHF | 0.23 CHF | 360'000 | 360'000 | 360'000 | 360'000 | 79'135 CHF | 82'735 CHF | 100.00% | 100.00% |
03.05.2024 | 4.18% | 0.22 CHF | 0.23 CHF | 340'000 | 340'000 | 340'000 | 340'000 | 79'950 CHF | 83'350 CHF | 98.76% | 98.76% |
02.05.2024 | 3.46% | 0.29 CHF | 0.30 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 93'736 CHF | 97'036 CHF | 99.99% | 99.99% |