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 | 4.03% | 0.23 CHF | 0.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 72'915 CHF | 25'305 CHF | 99.17% | 99.17% |
15.05.2024 | 3.42% | 0.27 CHF | 0.28 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 86'576 CHF | 29'859 CHF | 94.33% | 94.33% |
14.05.2024 | 3.79% | 0.26 CHF | 0.27 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 77'749 CHF | 26'916 CHF | 99.16% | 99.16% |
13.05.2024 | 3.66% | 0.26 CHF | 0.27 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 80'689 CHF | 27'896 CHF | 98.53% | 98.53% |
10.05.2024 | 4.30% | 0.22 CHF | 0.23 CHF | 300'000 | 100'000 | 309'217 | 103'072 | 70'164 CHF | 24'419 CHF | 99.01% | 99.01% |
08.05.2024 | 5.43% | 0.17 CHF | 0.18 CHF | 450'000 | 150'000 | 449'489 | 149'830 | 82'106 CHF | 28'867 CHF | 98.84% | 98.84% |
07.05.2024 | 3.77% | 0.27 CHF | 0.28 CHF | 300'000 | 100'000 | 341'793 | 113'931 | 88'402 CHF | 30'607 CHF | 97.93% | 97.93% |
06.05.2024 | 3.89% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 369'290 | 123'097 | 92'545 CHF | 32'079 CHF | 99.17% | 99.17% |
03.05.2024 | 3.76% | 0.27 CHF | 0.28 CHF | 300'000 | 100'000 | 349'544 | 116'515 | 90'593 CHF | 31'363 CHF | 99.17% | 99.17% |
02.05.2024 | 5.50% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 80'370 CHF | 28'290 CHF | 99.14% | 99.14% |