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 | 2.46% | 0.40 CHF | 0.41 CHF | 320'000 | 320'000 | 319'452 | 319'452 | 128'901 CHF | 132'100 CHF | 100.00% | 100.00% |
15.05.2024 | 3.17% | 0.32 CHF | 0.33 CHF | 330'000 | 330'000 | 329'414 | 329'414 | 102'592 CHF | 105'892 CHF | 100.00% | 100.00% |
14.05.2024 | 3.48% | 0.29 CHF | 0.30 CHF | 330'000 | 330'000 | 337'898 | 337'898 | 95'417 CHF | 98'798 CHF | 100.00% | 100.00% |
13.05.2024 | 3.16% | 0.32 CHF | 0.33 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 102'815 CHF | 106'115 CHF | 99.83% | 99.83% |
10.05.2024 | 3.21% | 0.31 CHF | 0.32 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 101'165 CHF | 104'465 CHF | 100.00% | 100.00% |
08.05.2024 | 3.60% | 0.28 CHF | 0.28 CHF | 340'000 | 340'000 | 340'000 | 340'000 | 92'860 CHF | 96'260 CHF | 98.62% | 98.62% |
07.05.2024 | 3.77% | 0.27 CHF | 0.28 CHF | 340'000 | 340'000 | 339'512 | 339'512 | 88'516 CHF | 91'916 CHF | 99.96% | 99.96% |
06.05.2024 | 3.91% | 0.26 CHF | 0.27 CHF | 340'000 | 340'000 | 340'578 | 340'578 | 85'470 CHF | 88'876 CHF | 100.00% | 100.00% |
03.05.2024 | 4.13% | 0.24 CHF | 0.25 CHF | 350'000 | 350'000 | 348'971 | 348'971 | 82'714 CHF | 86'203 CHF | 100.00% | 100.00% |
02.05.2024 | 3.68% | 0.23 CHF | 0.24 CHF | 350'000 | 350'000 | 342'908 | 342'908 | 91'741 CHF | 95'170 CHF | 98.51% | 98.51% |