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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 3.05% | 0.32 CHF | 0.33 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 96'977 CHF | 33'326 CHF | 99.17% | 99.17% |
16.05.2024 | 3.11% | 0.33 CHF | 0.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 95'207 CHF | 32'736 CHF | 99.36% | 99.36% |
15.05.2024 | 3.17% | 0.30 CHF | 0.31 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 93'090 CHF | 32'030 CHF | 99.12% | 99.12% |
14.05.2024 | 3.32% | 0.33 CHF | 0.34 CHF | 300'000 | 100'000 | 299'989 | 100'000 | 89'710 CHF | 30'904 CHF | 99.36% | 99.36% |
13.05.2024 | 3.82% | 0.25 CHF | 0.26 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 77'143 CHF | 26'714 CHF | 98.90% | 98.90% |
10.05.2024 | 3.84% | 0.25 CHF | 0.26 CHF | 300'000 | 100'000 | 299'992 | 100'000 | 76'787 CHF | 26'596 CHF | 99.37% | 99.37% |
08.05.2024 | 4.80% | 0.23 CHF | 0.24 CHF | 300'000 | 100'000 | 340'099 | 113'370 | 68'941 CHF | 24'115 CHF | 99.36% | 99.36% |
07.05.2024 | 4.22% | 0.21 CHF | 0.22 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 69'730 CHF | 24'243 CHF | 99.37% | 99.37% |
06.05.2024 | 4.43% | 0.23 CHF | 0.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 66'219 CHF | 23'073 CHF | 99.37% | 99.37% |
03.05.2024 | 4.38% | 0.23 CHF | 0.24 CHF | 300'000 | 100'000 | 321'722 | 107'241 | 71'721 CHF | 24'980 CHF | 99.18% | 99.18% |