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 | 2.24% | 0.43 CHF | 0.44 CHF | 250'000 | 250'000 | 249'467 | 249'475 | 110'281 CHF | 112'780 CHF | 99.48% | 99.48% |
15.05.2024 | 3.38% | 0.30 CHF | 0.31 CHF | 275'000 | 275'000 | 298'168 | 298'168 | 86'864 CHF | 89'845 CHF | 100.00% | 100.00% |
14.05.2024 | 4.03% | 0.26 CHF | 0.27 CHF | 325'000 | 325'000 | 327'296 | 327'294 | 79'649 CHF | 82'921 CHF | 99.76% | 99.76% |
13.05.2024 | 3.38% | 0.31 CHF | 0.32 CHF | 275'000 | 275'000 | 296'685 | 296'685 | 86'454 CHF | 89'421 CHF | 100.00% | 100.00% |
10.05.2024 | 3.49% | 0.28 CHF | 0.29 CHF | 300'000 | 300'000 | 300'853 | 300'853 | 84'610 CHF | 87'618 CHF | 100.00% | 100.00% |
08.05.2024 | 4.31% | 0.23 CHF | 0.24 CHF | 350'000 | 350'000 | 343'234 | 343'231 | 77'935 CHF | 81'366 CHF | 100.00% | 100.00% |
07.05.2024 | 4.76% | 0.22 CHF | 0.23 CHF | 350'000 | 350'000 | 360'782 | 360'783 | 73'986 CHF | 77'594 CHF | 99.77% | 99.77% |
06.05.2024 | 5.23% | 0.19 CHF | 0.20 CHF | 375'000 | 375'000 | 383'185 | 383'186 | 71'332 CHF | 75'164 CHF | 99.78% | 99.78% |
03.05.2024 | 6.04% | 0.17 CHF | 0.18 CHF | 400'000 | 400'000 | 426'282 | 426'298 | 68'625 CHF | 72'891 CHF | 100.00% | 100.00% |
02.05.2024 | 5.11% | 0.15 CHF | 0.16 CHF | 450'000 | 450'000 | 386'018 | 386'000 | 73'877 CHF | 77'734 CHF | 100.00% | 100.00% |