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 | 5.86% | 0.16 CHF | 0.17 CHF | 460'000 | 460'000 | 459'398 | 459'398 | 76'301 CHF | 80'901 CHF | 100.00% | 100.00% |
15.05.2024 | 4.86% | 0.17 CHF | 0.18 CHF | 390'000 | 390'000 | 389'290 | 389'290 | 78'711 CHF | 82'611 CHF | 99.99% | 99.99% |
14.05.2024 | 3.95% | 0.23 CHF | 0.24 CHF | 370'000 | 370'000 | 370'000 | 370'000 | 92'090 CHF | 95'790 CHF | 99.99% | 99.99% |
13.05.2024 | 3.82% | 0.25 CHF | 0.26 CHF | 360'000 | 360'000 | 360'000 | 360'000 | 92'713 CHF | 96'313 CHF | 100.00% | 100.00% |
10.05.2024 | 3.68% | 0.28 CHF | 0.29 CHF | 360'000 | 360'000 | 360'000 | 360'000 | 96'141 CHF | 99'741 CHF | 100.00% | 100.00% |
08.05.2024 | 3.25% | 0.30 CHF | 0.31 CHF | 360'000 | 360'000 | 359'859 | 359'859 | 108'930 CHF | 112'530 CHF | 99.63% | 99.63% |
07.05.2024 | 3.84% | 0.25 CHF | 0.26 CHF | 390'000 | 390'000 | 389'787 | 389'787 | 99'590 CHF | 103'490 CHF | 100.00% | 100.00% |
06.05.2024 | 4.18% | 0.24 CHF | 0.25 CHF | 380'000 | 380'000 | 380'000 | 380'000 | 88'949 CHF | 92'749 CHF | 100.00% | 100.00% |
03.05.2024 | 3.91% | 0.26 CHF | 0.27 CHF | 380'000 | 380'000 | 380'000 | 380'000 | 95'399 CHF | 99'199 CHF | 99.95% | 99.95% |
02.05.2024 | 3.41% | 0.30 CHF | 0.31 CHF | 380'000 | 380'000 | 380'000 | 380'000 | 109'720 CHF | 113'520 CHF | 100.00% | 100.00% |