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 | 3.69% | 0.30 CHF | 0.31 CHF | 280'000 | 280'000 | 125'399 | 125'399 | 35'051 CHF | 36'313 CHF | 100.00% | 100.00% |
15.05.2024 | 3.32% | 0.26 CHF | 0.27 CHF | 270'000 | 270'000 | 113'823 | 113'823 | 34'996 CHF | 36'154 CHF | 99.41% | 99.41% |
14.05.2024 | 2.96% | 0.34 CHF | 0.35 CHF | 260'000 | 260'000 | 115'382 | 115'382 | 39'416 CHF | 40'577 CHF | 99.89% | 99.89% |
13.05.2024 | 2.85% | 0.36 CHF | 0.37 CHF | 250'000 | 250'000 | 117'206 | 117'206 | 41'952 CHF | 43'129 CHF | 100.00% | 100.00% |
10.05.2024 | 2.77% | 0.36 CHF | 0.37 CHF | 260'000 | 260'000 | 116'164 | 116'164 | 42'363 CHF | 43'530 CHF | 99.86% | 99.86% |
08.05.2024 | 2.84% | 0.37 CHF | 0.38 CHF | 250'000 | 250'000 | 89'534 | 89'534 | 32'439 CHF | 33'339 CHF | 97.44% | 97.44% |
07.05.2024 | 1.92% | 0.36 CHF | 0.37 CHF | 190'000 | 190'000 | 69'339 | 69'339 | 34'199 CHF | 34'895 CHF | 94.67% | 94.67% |
06.05.2024 | 1.58% | 0.68 CHF | 0.69 CHF | 190'000 | 190'000 | 85'760 | 85'760 | 56'543 CHF | 57'404 CHF | 99.94% | 99.94% |
03.05.2024 | 1.69% | 0.61 CHF | 0.62 CHF | 200'000 | 200'000 | 78'628 | 78'628 | 47'762 CHF | 48'552 CHF | 99.97% | 99.97% |
02.05.2024 | 1.83% | 0.58 CHF | 0.59 CHF | 210'000 | 210'000 | 98'180 | 98'180 | 54'859 CHF | 55'845 CHF | 99.93% | 99.93% |