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 | 3.85% | 0.28 CHF | 0.30 CHF | 290'000 | 290'000 | 132'841 | 132'841 | 35'592 CHF | 36'930 CHF | 100.00% | 100.00% |
15.05.2024 | 3.48% | 0.24 CHF | 0.25 CHF | 290'000 | 290'000 | 121'089 | 121'089 | 35'364 CHF | 36'595 CHF | 99.42% | 99.42% |
14.05.2024 | 3.15% | 0.32 CHF | 0.33 CHF | 280'000 | 280'000 | 124'806 | 124'806 | 40'119 CHF | 41'375 CHF | 99.83% | 99.83% |
13.05.2024 | 3.07% | 0.34 CHF | 0.35 CHF | 280'000 | 280'000 | 125'669 | 125'669 | 41'899 CHF | 43'162 CHF | 99.98% | 99.98% |
10.05.2024 | 3.02% | 0.33 CHF | 0.34 CHF | 280'000 | 280'000 | 124'577 | 124'577 | 41'654 CHF | 42'905 CHF | 99.74% | 99.74% |
08.05.2024 | 3.13% | 0.34 CHF | 0.35 CHF | 280'000 | 280'000 | 95'743 | 95'743 | 31'597 CHF | 32'559 CHF | 97.40% | 97.40% |
07.05.2024 | 2.25% | 0.33 CHF | 0.34 CHF | 280'000 | 280'000 | 101'354 | 101'354 | 42'663 CHF | 43'681 CHF | 91.14% | 91.14% |
06.05.2024 | 1.92% | 0.56 CHF | 0.57 CHF | 260'000 | 260'000 | 118'193 | 118'193 | 63'772 CHF | 64'959 CHF | 99.71% | 99.71% |
03.05.2024 | 2.06% | 0.50 CHF | 0.51 CHF | 270'000 | 270'000 | 109'926 | 109'926 | 54'590 CHF | 55'694 CHF | 99.59% | 99.59% |
02.05.2024 | 2.22% | 0.48 CHF | 0.49 CHF | 270'000 | 270'000 | 120'546 | 120'546 | 55'592 CHF | 56'803 CHF | 99.58% | 99.58% |