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 | 3.23% | 0.31 CHF | 0.32 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 91'332 CHF | 31'444 CHF | 98.49% | 98.49% |
15.05.2024 | 3.39% | 0.30 CHF | 0.31 CHF | 300'000 | 100'000 | 320'899 | 100'000 | 92'872 CHF | 29'996 CHF | 98.31% | 98.31% |
14.05.2024 | 3.38% | 0.30 CHF | 0.31 CHF | 300'000 | 100'000 | 376'551 | 100'000 | 109'468 CHF | 30'116 CHF | 99.35% | 99.35% |
13.05.2024 | 3.61% | 0.27 CHF | 0.28 CHF | 450'000 | 100'000 | 434'063 | 100'000 | 118'034 CHF | 28'221 CHF | 98.93% | 98.93% |
10.05.2024 | 3.49% | 0.30 CHF | 0.31 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 126'944 CHF | 29'210 CHF | 99.38% | 99.38% |
08.05.2024 | 3.88% | 0.26 CHF | 0.27 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 113'793 CHF | 26'287 CHF | 99.35% | 99.35% |
07.05.2024 | 4.41% | 0.24 CHF | 0.25 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 99'928 CHF | 23'206 CHF | 94.71% | 94.71% |
06.05.2024 | 3.95% | 0.25 CHF | 0.26 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 111'674 CHF | 25'817 CHF | 99.37% | 99.37% |
03.05.2024 | 4.17% | 0.23 CHF | 0.24 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 105'730 CHF | 24'496 CHF | 99.36% | 99.36% |
02.05.2024 | 4.52% | 0.22 CHF | 0.23 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 97'368 CHF | 22'637 CHF | 99.36% | 99.36% |