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 | 4.18% | 0.22 CHF | 0.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 70'330 CHF | 24'443 CHF | 99.23% | 99.23% |
15.05.2024 | 3.95% | 0.24 CHF | 0.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 74'559 CHF | 25'853 CHF | 99.15% | 99.15% |
14.05.2024 | 3.95% | 0.27 CHF | 0.28 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 74'642 CHF | 25'881 CHF | 99.01% | 99.01% |
13.05.2024 | 4.26% | 0.24 CHF | 0.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 68'870 CHF | 23'957 CHF | 98.28% | 98.28% |
10.05.2024 | 4.10% | 0.24 CHF | 0.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 71'691 CHF | 24'897 CHF | 99.22% | 99.22% |
08.05.2024 | 3.88% | 0.25 CHF | 0.26 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 75'938 CHF | 26'313 CHF | 99.23% | 99.23% |
07.05.2024 | 3.64% | 0.26 CHF | 0.27 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 80'989 CHF | 27'996 CHF | 99.24% | 99.24% |
06.05.2024 | 3.61% | 0.29 CHF | 0.30 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 81'685 CHF | 28'228 CHF | 97.72% | 97.72% |
03.05.2024 | 3.43% | 0.30 CHF | 0.31 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 85'980 CHF | 29'660 CHF | 99.19% | 99.19% |
02.05.2024 | 3.39% | 0.28 CHF | 0.29 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 86'916 CHF | 29'972 CHF | 99.23% | 99.23% |