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 | 4.44% | 0.22 CHF | 0.23 CHF | 525'000 | 525'000 | 525'802 | 525'801 | 115'829 CHF | 121'087 CHF | 99.48% | 99.48% |
15.05.2024 | 3.35% | 0.28 CHF | 0.29 CHF | 425'000 | 425'000 | 416'393 | 416'392 | 122'117 CHF | 126'281 CHF | 100.00% | 100.00% |
14.05.2024 | 2.99% | 0.32 CHF | 0.33 CHF | 375'000 | 375'000 | 379'486 | 379'486 | 125'120 CHF | 128'915 CHF | 99.79% | 99.79% |
13.05.2024 | 3.32% | 0.29 CHF | 0.30 CHF | 425'000 | 425'000 | 413'196 | 413'196 | 122'577 CHF | 126'709 CHF | 100.00% | 100.00% |
10.05.2024 | 3.24% | 0.31 CHF | 0.32 CHF | 400'000 | 400'000 | 399'575 | 399'574 | 121'399 CHF | 125'395 CHF | 100.00% | 100.00% |
08.05.2024 | 2.89% | 0.34 CHF | 0.35 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 127'997 CHF | 131'747 CHF | 100.00% | 100.00% |
07.05.2024 | 2.73% | 0.35 CHF | 0.36 CHF | 375'000 | 375'000 | 352'776 | 352'776 | 127'415 CHF | 130'943 CHF | 99.77% | 99.77% |
06.05.2024 | 2.58% | 0.38 CHF | 0.39 CHF | 350'000 | 350'000 | 347'308 | 347'307 | 132'950 CHF | 136'423 CHF | 99.77% | 99.77% |
03.05.2024 | 2.37% | 0.40 CHF | 0.41 CHF | 325'000 | 325'000 | 327'409 | 327'407 | 136'830 CHF | 140'103 CHF | 100.00% | 100.00% |
02.05.2024 | 2.54% | 0.44 CHF | 0.45 CHF | 325'000 | 325'000 | 346'518 | 346'520 | 135'137 CHF | 138'603 CHF | 100.00% | 100.00% |