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 | 5.64% | 0.20 CHF | 0.21 CHF | 310'000 | 310'000 | 139'382 | 139'382 | 25'439 CHF | 26'843 CHF | 99.98% | 99.98% |
15.05.2024 | 4.85% | 0.16 CHF | 0.17 CHF | 300'000 | 300'000 | 128'513 | 128'513 | 26'574 CHF | 27'880 CHF | 99.51% | 99.51% |
14.05.2024 | 4.28% | 0.23 CHF | 0.24 CHF | 290'000 | 290'000 | 132'433 | 132'433 | 31'067 CHF | 32'399 CHF | 99.95% | 99.95% |
13.05.2024 | 4.13% | 0.25 CHF | 0.26 CHF | 290'000 | 290'000 | 132'969 | 132'969 | 32'801 CHF | 34'136 CHF | 99.89% | 99.89% |
10.05.2024 | 4.06% | 0.24 CHF | 0.25 CHF | 290'000 | 290'000 | 133'046 | 133'046 | 32'968 CHF | 34'304 CHF | 99.78% | 99.78% |
08.05.2024 | 4.21% | 0.25 CHF | 0.26 CHF | 300'000 | 300'000 | 98'306 | 98'306 | 24'077 CHF | 25'065 CHF | 97.29% | 97.29% |
07.05.2024 | 2.80% | 0.24 CHF | 0.25 CHF | 290'000 | 290'000 | 102'150 | 102'150 | 34'189 CHF | 35'215 CHF | 91.77% | 91.77% |
06.05.2024 | 2.29% | 0.47 CHF | 0.48 CHF | 270'000 | 270'000 | 120'351 | 120'351 | 54'548 CHF | 55'757 CHF | 99.88% | 99.88% |
03.05.2024 | 2.49% | 0.41 CHF | 0.42 CHF | 280'000 | 280'000 | 110'445 | 110'445 | 45'497 CHF | 46'607 CHF | 99.99% | 99.99% |
02.05.2024 | 2.71% | 0.39 CHF | 0.40 CHF | 280'000 | 280'000 | 125'272 | 125'272 | 47'180 CHF | 48'439 CHF | 99.73% | 99.73% |