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 | 2.38% | 0.41 CHF | 0.42 CHF | 320'000 | 320'000 | 319'650 | 319'650 | 132'748 CHF | 135'947 CHF | 100.00% | 100.00% |
15.05.2024 | 3.01% | 0.34 CHF | 0.35 CHF | 330'000 | 330'000 | 329'311 | 329'311 | 108'082 CHF | 111'382 CHF | 100.00% | 100.00% |
14.05.2024 | 3.37% | 0.30 CHF | 0.31 CHF | 330'000 | 330'000 | 338'038 | 338'038 | 98'787 CHF | 102'168 CHF | 100.00% | 100.00% |
13.05.2024 | 3.01% | 0.34 CHF | 0.35 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 107'887 CHF | 111'187 CHF | 99.88% | 99.88% |
10.05.2024 | 3.08% | 0.31 CHF | 0.32 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 105'571 CHF | 108'871 CHF | 100.00% | 100.00% |
08.05.2024 | 3.48% | 0.28 CHF | 0.29 CHF | 340'000 | 340'000 | 340'000 | 340'000 | 96'005 CHF | 99'405 CHF | 98.62% | 98.62% |
07.05.2024 | 3.73% | 0.28 CHF | 0.29 CHF | 320'000 | 340'000 | 339'320 | 339'683 | 89'607 CHF | 93'108 CHF | 99.88% | 99.88% |
06.05.2024 | 3.98% | 0.25 CHF | 0.26 CHF | 340'000 | 340'000 | 340'583 | 340'583 | 83'954 CHF | 87'360 CHF | 100.00% | 100.00% |
03.05.2024 | 4.45% | 0.24 CHF | 0.25 CHF | 350'000 | 350'000 | 348'678 | 348'887 | 76'902 CHF | 80'444 CHF | 100.00% | 100.00% |
02.05.2024 | 3.98% | 0.21 CHF | 0.22 CHF | 350'000 | 350'000 | 342'899 | 342'251 | 85'003 CHF | 88'270 CHF | 98.57% | 98.57% |