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 | 3.41% | 0.26 CHF | 0.27 CHF | 350'000 | 350'000 | 337'152 | 337'150 | 97'170 CHF | 100'541 CHF | 99.84% | 99.84% |
15.05.2024 | 3.54% | 0.30 CHF | 0.31 CHF | 325'000 | 325'000 | 348'077 | 348'074 | 96'654 CHF | 100'134 CHF | 100.00% | 100.00% |
14.05.2024 | 3.84% | 0.27 CHF | 0.28 CHF | 350'000 | 350'000 | 373'611 | 373'613 | 95'366 CHF | 99'102 CHF | 99.06% | 99.06% |
13.05.2024 | 3.49% | 0.27 CHF | 0.28 CHF | 350'000 | 350'000 | 348'527 | 348'527 | 98'079 CHF | 101'564 CHF | 100.00% | 100.00% |
10.05.2024 | 3.45% | 0.29 CHF | 0.30 CHF | 350'000 | 350'000 | 350'855 | 350'859 | 100'089 CHF | 103'599 CHF | 100.00% | 100.00% |
08.05.2024 | 4.20% | 0.23 CHF | 0.24 CHF | 400'000 | 400'000 | 401'204 | 401'203 | 93'598 CHF | 97'610 CHF | 100.00% | 100.00% |
07.05.2024 | 4.58% | 0.22 CHF | 0.23 CHF | 425'000 | 425'000 | 431'264 | 431'262 | 92'072 CHF | 96'384 CHF | 99.77% | 99.77% |
06.05.2024 | 4.70% | 0.21 CHF | 0.22 CHF | 425'000 | 425'000 | 441'757 | 441'755 | 91'802 CHF | 96'220 CHF | 99.76% | 99.76% |
03.05.2024 | 5.05% | 0.20 CHF | 0.21 CHF | 450'000 | 450'000 | 469'115 | 469'117 | 90'532 CHF | 95'224 CHF | 100.00% | 100.00% |
02.05.2024 | 5.16% | 0.19 CHF | 0.20 CHF | 475'000 | 475'000 | 484'083 | 484'085 | 91'351 CHF | 96'192 CHF | 100.00% | 100.00% |