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 | 2.42% | 0.39 CHF | 0.40 CHF | 300'000 | 100'000 | 251'710 | 83'903 | 102'697 CHF | 35'072 CHF | 98.48% | 98.48% |
15.05.2024 | 2.61% | 0.40 CHF | 0.41 CHF | 225'000 | 75'000 | 295'338 | 98'446 | 111'717 CHF | 38'223 CHF | 98.33% | 98.33% |
14.05.2024 | 2.57% | 0.38 CHF | 0.39 CHF | 300'000 | 100'000 | 262'066 | 87'355 | 100'332 CHF | 34'318 CHF | 99.35% | 99.35% |
13.05.2024 | 2.73% | 0.37 CHF | 0.38 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 108'602 CHF | 37'201 CHF | 98.93% | 98.93% |
10.05.2024 | 2.64% | 0.38 CHF | 0.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 112'117 CHF | 38'372 CHF | 99.36% | 99.36% |
08.05.2024 | 3.07% | 0.33 CHF | 0.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 96'221 CHF | 33'074 CHF | 99.34% | 99.34% |
07.05.2024 | 3.22% | 0.30 CHF | 0.31 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 91'854 CHF | 31'618 CHF | 94.68% | 94.68% |
06.05.2024 | 3.25% | 0.29 CHF | 0.30 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 90'957 CHF | 31'319 CHF | 99.36% | 99.36% |
03.05.2024 | 3.33% | 0.30 CHF | 0.31 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 88'620 CHF | 30'540 CHF | 99.36% | 99.36% |
02.05.2024 | 3.81% | 0.26 CHF | 0.27 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 77'216 CHF | 26'739 CHF | 99.36% | 99.36% |