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 | 4.94% | 0.22 CHF | 0.23 CHF | 340'000 | 340'000 | 339'519 | 339'519 | 67'340 CHF | 70'740 CHF | 100.00% | 100.00% |
15.05.2024 | 5.16% | 0.20 CHF | 0.21 CHF | 340'000 | 340'000 | 339'385 | 339'385 | 64'384 CHF | 67'784 CHF | 99.99% | 99.99% |
14.05.2024 | 5.30% | 0.19 CHF | 0.20 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 64'362 CHF | 67'862 CHF | 99.99% | 99.99% |
13.05.2024 | 5.78% | 0.18 CHF | 0.19 CHF | 370'000 | 370'000 | 370'000 | 370'000 | 62'252 CHF | 65'952 CHF | 100.00% | 100.00% |
10.05.2024 | 5.92% | 0.16 CHF | 0.17 CHF | 370'000 | 370'000 | 370'000 | 370'000 | 60'662 CHF | 64'362 CHF | 100.00% | 100.00% |
08.05.2024 | 6.01% | 0.16 CHF | 0.17 CHF | 380'000 | 380'000 | 379'855 | 379'855 | 61'339 CHF | 65'139 CHF | 99.29% | 99.29% |
07.05.2024 | 5.97% | 0.17 CHF | 0.18 CHF | 390'000 | 390'000 | 389'384 | 389'384 | 63'554 CHF | 67'454 CHF | 99.94% | 99.94% |
06.05.2024 | 6.47% | 0.16 CHF | 0.17 CHF | 410'000 | 410'000 | 410'000 | 410'000 | 61'352 CHF | 65'452 CHF | 100.00% | 100.00% |
03.05.2024 | 6.56% | 0.14 CHF | 0.15 CHF | 390'000 | 390'000 | 390'000 | 390'000 | 57'490 CHF | 61'390 CHF | 98.76% | 98.76% |
02.05.2024 | 6.10% | 0.16 CHF | 0.17 CHF | 360'000 | 360'000 | 360'000 | 360'000 | 57'268 CHF | 60'868 CHF | 99.97% | 99.97% |