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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 3.68% | 0.28 CHF | 0.28 CHF | 380'000 | 380'000 | 380'000 | 380'000 | 101'288 CHF | 105'088 CHF | 100.00% | 100.00% |
23.05.2024 | 3.73% | 0.26 CHF | 0.27 CHF | 380'000 | 380'000 | 380'000 | 380'000 | 100'034 CHF | 103'834 CHF | 100.00% | 100.00% |
22.05.2024 | 3.79% | 0.26 CHF | 0.27 CHF | 390'000 | 390'000 | 390'000 | 390'000 | 101'009 CHF | 104'909 CHF | 100.00% | 100.00% |
21.05.2024 | 4.09% | 0.23 CHF | 0.24 CHF | 390'000 | 390'000 | 389'619 | 389'619 | 93'452 CHF | 97'352 CHF | 99.82% | 99.82% |
17.05.2024 | 4.35% | 0.23 CHF | 0.24 CHF | 410'000 | 410'000 | 410'000 | 410'000 | 92'174 CHF | 96'274 CHF | 100.00% | 100.00% |
16.05.2024 | 5.08% | 0.21 CHF | 0.22 CHF | 430'000 | 430'000 | 429'390 | 429'390 | 82'807 CHF | 87'107 CHF | 99.84% | 99.84% |
15.05.2024 | 5.21% | 0.20 CHF | 0.21 CHF | 440'000 | 440'000 | 439'204 | 439'204 | 82'491 CHF | 86'891 CHF | 99.77% | 99.77% |
14.05.2024 | 5.31% | 0.19 CHF | 0.20 CHF | 460'000 | 460'000 | 460'000 | 460'000 | 84'415 CHF | 89'015 CHF | 99.80% | 99.80% |
13.05.2024 | 5.64% | 0.18 CHF | 0.19 CHF | 490'000 | 490'000 | 490'000 | 490'000 | 84'487 CHF | 89'387 CHF | 100.00% | 100.00% |
10.05.2024 | 5.70% | 0.17 CHF | 0.18 CHF | 490'000 | 490'000 | 490'000 | 490'000 | 83'498 CHF | 88'398 CHF | 100.00% | 100.00% |