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 | 6.41% | 0.15 CHF | 0.16 CHF | 475'000 | 475'000 | 452'345 | 452'344 | 68'380 CHF | 72'903 CHF | 99.84% | 99.84% |
15.05.2024 | 5.98% | 0.17 CHF | 0.18 CHF | 425'000 | 425'000 | 423'567 | 423'568 | 68'753 CHF | 72'989 CHF | 100.00% | 100.00% |
14.05.2024 | 5.00% | 0.18 CHF | 0.19 CHF | 400'000 | 400'000 | 362'904 | 362'904 | 70'830 CHF | 74'459 CHF | 99.80% | 99.80% |
13.05.2024 | 5.26% | 0.18 CHF | 0.19 CHF | 375'000 | 375'000 | 377'293 | 377'293 | 69'827 CHF | 73'600 CHF | 100.00% | 100.00% |
10.05.2024 | 5.28% | 0.19 CHF | 0.20 CHF | 375'000 | 375'000 | 379'809 | 379'807 | 70'001 CHF | 73'799 CHF | 100.00% | 100.00% |
08.05.2024 | 4.64% | 0.22 CHF | 0.23 CHF | 325'000 | 325'000 | 344'696 | 344'696 | 72'558 CHF | 76'005 CHF | 100.00% | 100.00% |
07.05.2024 | 4.54% | 0.21 CHF | 0.22 CHF | 350'000 | 350'000 | 334'627 | 334'627 | 72'060 CHF | 75'406 CHF | 99.80% | 99.80% |
06.05.2024 | 3.96% | 0.25 CHF | 0.26 CHF | 300'000 | 300'000 | 298'086 | 298'083 | 73'797 CHF | 76'777 CHF | 99.78% | 99.78% |
03.05.2024 | 3.34% | 0.29 CHF | 0.30 CHF | 275'000 | 275'000 | 269'404 | 269'402 | 79'217 CHF | 81'910 CHF | 100.00% | 100.00% |
02.05.2024 | 3.12% | 0.34 CHF | 0.35 CHF | 250'000 | 250'000 | 252'463 | 252'463 | 79'575 CHF | 82'100 CHF | 100.00% | 100.00% |