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 | 2.08% | 0.44 CHF | 0.45 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 142'674 CHF | 145'674 CHF | 100.00% | 100.00% |
16.05.2024 | 2.00% | 0.51 CHF | 0.52 CHF | 300'000 | 300'000 | 299'626 | 299'626 | 148'933 CHF | 151'933 CHF | 100.00% | 100.00% |
15.05.2024 | 1.86% | 0.50 CHF | 0.51 CHF | 300'000 | 300'000 | 299'448 | 299'448 | 160'025 CHF | 163'025 CHF | 99.83% | 99.83% |
14.05.2024 | 1.70% | 0.57 CHF | 0.58 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 174'905 CHF | 177'905 CHF | 99.87% | 99.87% |
13.05.2024 | 1.69% | 0.61 CHF | 0.62 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 176'421 CHF | 179'421 CHF | 99.45% | 99.45% |
10.05.2024 | 1.86% | 0.55 CHF | 0.56 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 159'689 CHF | 162'689 CHF | 100.00% | 100.00% |
08.05.2024 | 1.45% | 0.68 CHF | 0.69 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 205'515 CHF | 208'515 CHF | 99.29% | 99.29% |
07.05.2024 | 1.45% | 0.68 CHF | 0.69 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 205'811 CHF | 208'811 CHF | 100.00% | 100.00% |
06.05.2024 | 1.48% | 0.66 CHF | 0.67 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 201'316 CHF | 204'316 CHF | 100.00% | 100.00% |
03.05.2024 | 1.32% | 0.77 CHF | 0.78 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 226'745 CHF | 229'745 CHF | 98.21% | 98.21% |