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 | 2.05% | 0.47 CHF | 0.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 144'807 CHF | 49'269 CHF | 98.48% | 98.48% |
15.05.2024 | 2.45% | 0.44 CHF | 0.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 121'522 CHF | 41'508 CHF | 98.33% | 98.33% |
14.05.2024 | 2.66% | 0.39 CHF | 0.40 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 111'461 CHF | 38'154 CHF | 99.35% | 99.35% |
13.05.2024 | 3.22% | 0.33 CHF | 0.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 92'002 CHF | 31'667 CHF | 98.93% | 98.93% |
10.05.2024 | 2.99% | 0.34 CHF | 0.35 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 99'041 CHF | 34'014 CHF | 99.38% | 99.38% |
08.05.2024 | 2.68% | 0.35 CHF | 0.36 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 110'923 CHF | 37'974 CHF | 99.35% | 99.35% |
07.05.2024 | 2.74% | 0.34 CHF | 0.35 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 108'122 CHF | 37'041 CHF | 94.65% | 94.65% |
06.05.2024 | 2.44% | 0.39 CHF | 0.40 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 121'884 CHF | 41'628 CHF | 99.36% | 99.36% |
03.05.2024 | 2.15% | 0.41 CHF | 0.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 138'404 CHF | 47'135 CHF | 99.36% | 99.36% |
02.05.2024 | 2.16% | 0.47 CHF | 0.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 137'492 CHF | 46'831 CHF | 99.36% | 99.36% |