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 | 3.40% | 0.28 CHF | 0.29 CHF | 325'000 | 325'000 | 325'000 | 325'000 | 93'984 CHF | 97'234 CHF | 99.84% | 99.84% |
15.05.2024 | 3.61% | 0.29 CHF | 0.30 CHF | 325'000 | 325'000 | 325'131 | 325'133 | 88'511 CHF | 91'763 CHF | 100.00% | 100.00% |
14.05.2024 | 4.13% | 0.25 CHF | 0.26 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 83'037 CHF | 86'537 CHF | 98.97% | 98.97% |
13.05.2024 | 4.01% | 0.24 CHF | 0.25 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 85'490 CHF | 88'990 CHF | 100.00% | 100.00% |
10.05.2024 | 3.99% | 0.24 CHF | 0.25 CHF | 350'000 | 350'000 | 349'166 | 349'166 | 85'853 CHF | 89'345 CHF | 100.00% | 100.00% |
08.05.2024 | 4.03% | 0.24 CHF | 0.25 CHF | 350'000 | 350'000 | 349'882 | 349'884 | 85'243 CHF | 88'742 CHF | 100.00% | 100.00% |
07.05.2024 | 4.40% | 0.22 CHF | 0.23 CHF | 375'000 | 375'000 | 367'032 | 367'035 | 81'604 CHF | 85'275 CHF | 99.83% | 99.83% |
06.05.2024 | 6.61% | 0.15 CHF | 0.16 CHF | 450'000 | 450'000 | 470'200 | 470'201 | 68'866 CHF | 73'568 CHF | 99.76% | 99.76% |
03.05.2024 | 8.09% | 0.13 CHF | 0.14 CHF | 500'000 | 500'000 | 536'243 | 536'243 | 63'736 CHF | 69'099 CHF | 100.00% | 100.00% |
02.05.2024 | 9.47% | 0.10 CHF | 0.11 CHF | 625'000 | 625'000 | 599'746 | 599'748 | 60'309 CHF | 66'306 CHF | 100.00% | 100.00% |