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 | 4.32% | 0.23 CHF | 0.24 CHF | 290'000 | 290'000 | 289'506 | 289'506 | 65'739 CHF | 68'639 CHF | 99.99% | 99.99% |
15.05.2024 | 4.82% | 0.22 CHF | 0.23 CHF | 310'000 | 310'000 | 309'415 | 309'415 | 62'961 CHF | 66'061 CHF | 99.17% | 99.17% |
14.05.2024 | 4.57% | 0.21 CHF | 0.22 CHF | 300'000 | 300'000 | 299'797 | 299'797 | 64'188 CHF | 67'188 CHF | 99.72% | 99.72% |
13.05.2024 | 4.51% | 0.21 CHF | 0.22 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 64'981 CHF | 67'981 CHF | 99.96% | 99.96% |
10.05.2024 | 4.62% | 0.22 CHF | 0.23 CHF | 320'000 | 320'000 | 320'000 | 320'000 | 67'808 CHF | 71'008 CHF | 99.69% | 99.69% |
08.05.2024 | 5.48% | 0.19 CHF | 0.20 CHF | 320'000 | 320'000 | 326'873 | 326'873 | 58'172 CHF | 61'441 CHF | 99.03% | 99.03% |
07.05.2024 | 6.74% | 0.15 CHF | 0.16 CHF | 330'000 | 330'000 | 329'629 | 329'629 | 47'386 CHF | 50'686 CHF | 97.37% | 97.37% |
06.05.2024 | 6.02% | 0.14 CHF | 0.15 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 53'314 CHF | 56'614 CHF | 100.00% | 100.00% |
03.05.2024 | 6.16% | 0.15 CHF | 0.16 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 51'959 CHF | 55'259 CHF | 99.94% | 99.94% |
02.05.2024 | 6.30% | 0.15 CHF | 0.16 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 50'763 CHF | 54'063 CHF | 99.97% | 99.97% |