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 | 2.96% | 0.32 CHF | 0.33 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 149'799 CHF | 34'289 CHF | 99.27% | 99.27% |
15.05.2024 | 3.12% | 0.33 CHF | 0.34 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 142'305 CHF | 32'623 CHF | 98.64% | 98.64% |
14.05.2024 | 4.12% | 0.23 CHF | 0.24 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 107'013 CHF | 24'781 CHF | 99.27% | 99.27% |
13.05.2024 | 3.80% | 0.26 CHF | 0.27 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 116'392 CHF | 26'865 CHF | 98.75% | 98.75% |
10.05.2024 | 3.44% | 0.29 CHF | 0.30 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 128'860 CHF | 29'636 CHF | 96.03% | 96.03% |
08.05.2024 | 4.49% | 0.24 CHF | 0.25 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 98'022 CHF | 22'783 CHF | 99.27% | 99.27% |
07.05.2024 | 4.75% | 0.22 CHF | 0.23 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 92'688 CHF | 21'597 CHF | 99.27% | 99.27% |
06.05.2024 | 4.63% | 0.21 CHF | 0.22 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 95'080 CHF | 22'129 CHF | 99.27% | 99.27% |
03.05.2024 | 4.82% | 0.21 CHF | 0.22 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 91'194 CHF | 21'265 CHF | 99.10% | 99.10% |
02.05.2024 | 4.89% | 0.20 CHF | 0.21 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 89'886 CHF | 20'975 CHF | 99.24% | 99.24% |