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 | 4.17% | 0.22 CHF | 0.23 CHF | 300'000 | 300'000 | 299'742 | 299'742 | 70'711 CHF | 73'711 CHF | 100.00% | 100.00% |
15.05.2024 | 4.00% | 0.23 CHF | 0.24 CHF | 300'000 | 300'000 | 299'425 | 299'425 | 73'613 CHF | 76'613 CHF | 100.00% | 100.00% |
14.05.2024 | 3.87% | 0.24 CHF | 0.25 CHF | 300'000 | 300'000 | 299'943 | 299'943 | 76'143 CHF | 79'143 CHF | 100.00% | 100.00% |
13.05.2024 | 3.57% | 0.26 CHF | 0.27 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 82'540 CHF | 85'540 CHF | 100.00% | 100.00% |
10.05.2024 | 3.44% | 0.29 CHF | 0.30 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 85'708 CHF | 88'708 CHF | 100.00% | 100.00% |
08.05.2024 | 3.33% | 0.30 CHF | 0.31 CHF | 300'000 | 300'000 | 299'946 | 299'946 | 88'728 CHF | 91'728 CHF | 99.29% | 99.29% |
07.05.2024 | 3.34% | 0.29 CHF | 0.30 CHF | 300'000 | 300'000 | 299'831 | 299'831 | 88'440 CHF | 91'440 CHF | 99.81% | 99.81% |
06.05.2024 | 3.14% | 0.31 CHF | 0.32 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 93'988 CHF | 96'988 CHF | 100.00% | 100.00% |
03.05.2024 | 3.06% | 0.33 CHF | 0.34 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 96'571 CHF | 99'571 CHF | 98.78% | 98.78% |
02.05.2024 | 3.18% | 0.31 CHF | 0.32 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 92'742 CHF | 95'742 CHF | 100.00% | 100.00% |