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 | 2.33% | 0.42 CHF | 0.43 CHF | 275'000 | 275'000 | 275'000 | 275'000 | 116'509 CHF | 119'259 CHF | 99.84% | 99.84% |
15.05.2024 | 2.45% | 0.42 CHF | 0.43 CHF | 275'000 | 275'000 | 274'956 | 274'983 | 110'850 CHF | 113'612 CHF | 100.00% | 100.00% |
14.05.2024 | 2.75% | 0.38 CHF | 0.39 CHF | 275'000 | 275'000 | 275'000 | 275'000 | 98'803 CHF | 101'553 CHF | 99.03% | 99.03% |
13.05.2024 | 2.69% | 0.36 CHF | 0.37 CHF | 275'000 | 275'000 | 275'000 | 275'000 | 101'070 CHF | 103'820 CHF | 100.00% | 100.00% |
10.05.2024 | 2.67% | 0.36 CHF | 0.37 CHF | 275'000 | 275'000 | 275'000 | 274'983 | 101'585 CHF | 104'328 CHF | 100.00% | 100.00% |
08.05.2024 | 2.70% | 0.36 CHF | 0.37 CHF | 275'000 | 275'000 | 275'123 | 275'140 | 100'480 CHF | 103'238 CHF | 100.00% | 100.00% |
07.05.2024 | 2.91% | 0.34 CHF | 0.35 CHF | 300'000 | 300'000 | 292'783 | 292'800 | 99'118 CHF | 102'052 CHF | 99.82% | 99.82% |
06.05.2024 | 4.03% | 0.25 CHF | 0.26 CHF | 325'000 | 325'000 | 341'229 | 341'230 | 83'040 CHF | 86'452 CHF | 99.76% | 99.76% |
03.05.2024 | 4.74% | 0.22 CHF | 0.23 CHF | 350'000 | 350'000 | 367'169 | 367'162 | 75'742 CHF | 79'412 CHF | 100.00% | 100.00% |
02.05.2024 | 5.41% | 0.18 CHF | 0.19 CHF | 400'000 | 400'000 | 399'874 | 399'874 | 71'890 CHF | 75'889 CHF | 100.00% | 100.00% |