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 | 4.41% | 0.22 CHF | 0.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 66'729 CHF | 23'243 CHF | 99.17% | 99.17% |
15.05.2024 | 3.94% | 0.23 CHF | 0.24 CHF | 300'000 | 100'000 | 298'805 | 99'602 | 74'542 CHF | 25'843 CHF | 99.17% | 99.17% |
14.05.2024 | 4.13% | 0.22 CHF | 0.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 71'179 CHF | 24'726 CHF | 99.16% | 99.16% |
13.05.2024 | 4.47% | 0.21 CHF | 0.22 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 65'594 CHF | 22'865 CHF | 98.58% | 98.58% |
10.05.2024 | 4.08% | 0.22 CHF | 0.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 72'165 CHF | 25'055 CHF | 99.17% | 99.17% |
08.05.2024 | 4.38% | 0.21 CHF | 0.22 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 67'039 CHF | 23'346 CHF | 99.17% | 99.17% |
07.05.2024 | 4.66% | 0.21 CHF | 0.22 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 63'044 CHF | 22'015 CHF | 97.93% | 97.93% |
06.05.2024 | 4.84% | 0.22 CHF | 0.23 CHF | 300'000 | 100'000 | 301'271 | 100'424 | 60'783 CHF | 21'265 CHF | 99.17% | 99.17% |
03.05.2024 | 4.20% | 0.21 CHF | 0.22 CHF | 300'000 | 100'000 | 304'406 | 101'469 | 70'987 CHF | 24'677 CHF | 99.16% | 99.16% |
02.05.2024 | 4.95% | 0.20 CHF | 0.21 CHF | 300'000 | 100'000 | 370'374 | 123'458 | 72'617 CHF | 25'440 CHF | 99.15% | 99.15% |