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 | 3.11% | 0.33 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 190'240 CHF | 65'414 CHF | 55.38% | 99.50% |
15.05.2024 | 3.24% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 182'278 CHF | 62'759 CHF | 99.23% | 99.23% |
14.05.2024 | 3.38% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 174'342 CHF | 60'114 CHF | 98.01% | 98.01% |
13.05.2024 | 3.51% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 168'000 CHF | 58'000 CHF | 2.76% | 99.38% |
10.05.2024 | - | 0.30 CHF | - CHF | 600'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.60% |
08.05.2024 | 3.81% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 154'789 CHF | 53'596 CHF | 99.40% | 99.40% |
07.05.2024 | 3.54% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 166'701 CHF | 57'567 CHF | 99.35% | 99.35% |
06.05.2024 | 3.52% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 167'427 CHF | 57'809 CHF | 99.40% | 99.40% |
03.05.2024 | 3.74% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 610'341 | 203'447 | 160'339 CHF | 55'481 CHF | 99.36% | 99.36% |
02.05.2024 | 3.59% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 164'110 CHF | 56'704 CHF | 99.38% | 99.38% |