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 | 2.20% | 0.44 CHF | 0.45 CHF | 275'000 | 275'000 | 275'228 | 275'226 | 123'544 CHF | 126'296 CHF | 99.48% | 99.48% |
15.05.2024 | 3.09% | 0.33 CHF | 0.34 CHF | 325'000 | 325'000 | 325'711 | 325'712 | 103'810 CHF | 107'067 CHF | 100.00% | 100.00% |
14.05.2024 | 3.58% | 0.29 CHF | 0.30 CHF | 350'000 | 350'000 | 353'770 | 353'746 | 97'143 CHF | 100'674 CHF | 99.75% | 99.75% |
13.05.2024 | 3.10% | 0.34 CHF | 0.35 CHF | 325'000 | 325'000 | 325'521 | 325'521 | 103'583 CHF | 106'838 CHF | 100.00% | 100.00% |
10.05.2024 | 3.19% | 0.30 CHF | 0.31 CHF | 325'000 | 325'000 | 327'680 | 327'681 | 101'021 CHF | 104'298 CHF | 100.00% | 100.00% |
08.05.2024 | 3.79% | 0.26 CHF | 0.27 CHF | 375'000 | 375'000 | 373'136 | 373'137 | 96'633 CHF | 100'365 CHF | 100.00% | 100.00% |
07.05.2024 | 4.06% | 0.25 CHF | 0.26 CHF | 375'000 | 375'000 | 383'177 | 383'176 | 92'378 CHF | 96'210 CHF | 99.77% | 99.77% |
06.05.2024 | 4.34% | 0.23 CHF | 0.24 CHF | 400'000 | 400'000 | 405'567 | 405'567 | 91'455 CHF | 95'511 CHF | 99.77% | 99.77% |
03.05.2024 | 4.82% | 0.21 CHF | 0.22 CHF | 425'000 | 425'000 | 436'600 | 436'601 | 88'539 CHF | 92'906 CHF | 100.00% | 100.00% |
02.05.2024 | 4.15% | 0.19 CHF | 0.20 CHF | 450'000 | 450'000 | 401'452 | 401'455 | 94'882 CHF | 98'897 CHF | 100.00% | 100.00% |