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 | 2.72% | 0.36 CHF | 0.37 CHF | 320'000 | 320'000 | 319'637 | 319'637 | 116'343 CHF | 119'542 CHF | 100.00% | 100.00% |
15.05.2024 | 3.57% | 0.28 CHF | 0.29 CHF | 330'000 | 330'000 | 329'247 | 329'247 | 91'023 CHF | 94'323 CHF | 100.00% | 100.00% |
14.05.2024 | 4.07% | 0.25 CHF | 0.26 CHF | 330'000 | 330'000 | 338'036 | 338'036 | 81'430 CHF | 84'811 CHF | 100.00% | 100.00% |
13.05.2024 | 3.58% | 0.29 CHF | 0.30 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 90'747 CHF | 94'047 CHF | 99.88% | 99.88% |
10.05.2024 | 3.66% | 0.26 CHF | 0.27 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 88'555 CHF | 91'855 CHF | 100.00% | 100.00% |
08.05.2024 | 4.24% | 0.23 CHF | 0.24 CHF | 340'000 | 340'000 | 340'000 | 340'000 | 78'463 CHF | 81'863 CHF | 98.62% | 98.62% |
07.05.2024 | 4.61% | 0.23 CHF | 0.24 CHF | 340'000 | 340'000 | 339'721 | 339'721 | 72'195 CHF | 75'595 CHF | 99.88% | 99.88% |
06.05.2024 | 5.00% | 0.20 CHF | 0.21 CHF | 340'000 | 340'000 | 340'583 | 340'583 | 66'467 CHF | 69'873 CHF | 100.00% | 100.00% |
03.05.2024 | 5.77% | 0.19 CHF | 0.20 CHF | 350'000 | 350'000 | 348'967 | 348'207 | 59'020 CHF | 62'377 CHF | 99.97% | 99.97% |
02.05.2024 | 5.02% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 342'898 | 342'898 | 67'221 CHF | 70'650 CHF | 98.56% | 98.56% |