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 | 2.00% | 0.49 CHF | 0.50 CHF | 240'000 | 240'000 | 239'637 | 239'637 | 119'255 CHF | 121'655 CHF | 100.00% | 100.00% |
15.05.2024 | 2.71% | 0.38 CHF | 0.39 CHF | 270'000 | 270'000 | 269'516 | 269'516 | 98'376 CHF | 101'076 CHF | 100.00% | 100.00% |
14.05.2024 | 3.09% | 0.34 CHF | 0.35 CHF | 250'000 | 250'000 | 257'952 | 257'952 | 82'411 CHF | 84'992 CHF | 99.99% | 99.99% |
13.05.2024 | 2.71% | 0.38 CHF | 0.39 CHF | 260'000 | 260'000 | 260'000 | 260'000 | 94'701 CHF | 97'301 CHF | 99.45% | 99.45% |
10.05.2024 | 2.77% | 0.35 CHF | 0.36 CHF | 280'000 | 280'000 | 280'000 | 280'000 | 99'559 CHF | 102'359 CHF | 100.00% | 100.00% |
08.05.2024 | 3.24% | 0.31 CHF | 0.32 CHF | 290'000 | 290'000 | 290'000 | 290'000 | 88'171 CHF | 91'071 CHF | 98.61% | 98.61% |
07.05.2024 | 3.48% | 0.30 CHF | 0.31 CHF | 310'000 | 310'000 | 309'560 | 309'560 | 87'593 CHF | 90'693 CHF | 99.95% | 99.95% |
06.05.2024 | 3.71% | 0.28 CHF | 0.28 CHF | 320'000 | 320'000 | 320'576 | 320'576 | 84'917 CHF | 88'122 CHF | 100.00% | 100.00% |
03.05.2024 | 4.12% | 0.25 CHF | 0.26 CHF | 350'000 | 350'000 | 348'968 | 348'968 | 83'231 CHF | 86'721 CHF | 99.96% | 99.96% |
02.05.2024 | 3.62% | 0.22 CHF | 0.23 CHF | 310'000 | 310'000 | 302'869 | 302'869 | 82'594 CHF | 85'623 CHF | 98.50% | 98.50% |