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 | 2.91% | 0.33 CHF | 0.34 CHF | 270'000 | 270'000 | 269'548 | 269'548 | 91'478 CHF | 94'178 CHF | 99.67% | 99.67% |
15.05.2024 | 2.75% | 0.37 CHF | 0.38 CHF | 260'000 | 260'000 | 260'224 | 260'224 | 93'806 CHF | 96'413 CHF | 99.99% | 99.99% |
14.05.2024 | 2.80% | 0.37 CHF | 0.38 CHF | 270'000 | 270'000 | 269'838 | 269'838 | 95'327 CHF | 98'027 CHF | 99.99% | 99.99% |
13.05.2024 | 2.89% | 0.35 CHF | 0.36 CHF | 280'000 | 280'000 | 280'000 | 280'000 | 95'545 CHF | 98'345 CHF | 99.60% | 99.60% |
10.05.2024 | 3.13% | 0.33 CHF | 0.34 CHF | 310'000 | 310'000 | 310'000 | 310'000 | 97'417 CHF | 100'517 CHF | 99.07% | 99.07% |
08.05.2024 | 3.49% | 0.28 CHF | 0.29 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 92'927 CHF | 96'227 CHF | 97.69% | 97.69% |
07.05.2024 | 3.94% | 0.26 CHF | 0.27 CHF | 340'000 | 340'000 | 339'637 | 339'637 | 84'835 CHF | 88'235 CHF | 98.48% | 98.48% |
06.05.2024 | 4.12% | 0.23 CHF | 0.24 CHF | 340'000 | 340'000 | 340'000 | 340'000 | 80'767 CHF | 84'167 CHF | 99.50% | 99.50% |
03.05.2024 | 4.05% | 0.23 CHF | 0.24 CHF | 340'000 | 340'000 | 340'000 | 340'000 | 82'404 CHF | 85'804 CHF | 98.64% | 98.64% |
02.05.2024 | 3.85% | 0.25 CHF | 0.26 CHF | 340'000 | 340'000 | 340'000 | 340'000 | 86'748 CHF | 90'148 CHF | 95.56% | 95.56% |