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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 2.37% | 0.41 CHF | 0.42 CHF | 275'000 | 275'000 | 271'578 | 271'577 | 113'100 CHF | 115'816 CHF | 100.00% | 100.00% |
16.05.2024 | 2.89% | 0.38 CHF | 0.39 CHF | 300'000 | 300'000 | 308'435 | 308'444 | 105'226 CHF | 108'313 CHF | 99.83% | 99.83% |
15.05.2024 | 3.69% | 0.26 CHF | 0.27 CHF | 375'000 | 375'000 | 365'891 | 365'886 | 97'442 CHF | 101'100 CHF | 100.00% | 100.00% |
14.05.2024 | 3.95% | 0.27 CHF | 0.28 CHF | 375'000 | 375'000 | 385'631 | 385'628 | 95'751 CHF | 99'607 CHF | 99.74% | 99.74% |
13.05.2024 | 3.43% | 0.28 CHF | 0.29 CHF | 350'000 | 350'000 | 349'645 | 349'645 | 100'223 CHF | 103'720 CHF | 100.00% | 100.00% |
10.05.2024 | 3.31% | 0.30 CHF | 0.31 CHF | 350'000 | 350'000 | 346'076 | 346'075 | 102'887 CHF | 106'348 CHF | 100.00% | 100.00% |
08.05.2024 | 3.46% | 0.29 CHF | 0.30 CHF | 350'000 | 350'000 | 358'020 | 358'021 | 101'680 CHF | 105'261 CHF | 100.00% | 100.00% |
07.05.2024 | 3.84% | 0.27 CHF | 0.28 CHF | 375'000 | 375'000 | 384'330 | 384'326 | 98'093 CHF | 101'935 CHF | 99.56% | 99.56% |
06.05.2024 | 4.35% | 0.23 CHF | 0.24 CHF | 425'000 | 425'000 | 429'578 | 429'579 | 96'747 CHF | 101'043 CHF | 99.77% | 99.77% |
03.05.2024 | 4.81% | 0.19 CHF | 0.20 CHF | 475'000 | 475'000 | 462'781 | 462'780 | 93'955 CHF | 98'582 CHF | 100.00% | 100.00% |