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 | 2.40% | 0.41 CHF | 0.42 CHF | 270'000 | 270'000 | 269'576 | 269'576 | 111'471 CHF | 114'171 CHF | 100.00% | 100.00% |
15.05.2024 | 2.29% | 0.44 CHF | 0.45 CHF | 270'000 | 270'000 | 269'494 | 269'494 | 116'824 CHF | 119'524 CHF | 100.00% | 100.00% |
14.05.2024 | 2.32% | 0.45 CHF | 0.46 CHF | 270'000 | 270'000 | 269'838 | 269'838 | 115'196 CHF | 117'896 CHF | 100.00% | 100.00% |
13.05.2024 | 2.39% | 0.42 CHF | 0.43 CHF | 280'000 | 280'000 | 280'000 | 280'000 | 115'952 CHF | 118'752 CHF | 99.82% | 99.82% |
10.05.2024 | 2.55% | 0.40 CHF | 0.41 CHF | 300'000 | 300'000 | 308'882 | 308'882 | 119'732 CHF | 122'820 CHF | 100.00% | 100.00% |
08.05.2024 | 2.80% | 0.35 CHF | 0.36 CHF | 320'000 | 320'000 | 320'000 | 320'000 | 112'635 CHF | 115'835 CHF | 98.93% | 98.93% |
07.05.2024 | 3.10% | 0.33 CHF | 0.34 CHF | 340'000 | 340'000 | 339'533 | 339'533 | 108'200 CHF | 111'600 CHF | 99.88% | 99.88% |
06.05.2024 | 3.23% | 0.30 CHF | 0.31 CHF | 340'000 | 340'000 | 340'000 | 340'000 | 103'629 CHF | 107'029 CHF | 100.00% | 100.00% |
03.05.2024 | 3.18% | 0.30 CHF | 0.31 CHF | 340'000 | 340'000 | 340'000 | 340'000 | 105'173 CHF | 108'573 CHF | 100.00% | 100.00% |
02.05.2024 | 3.05% | 0.32 CHF | 0.33 CHF | 340'000 | 340'000 | 340'000 | 340'000 | 109'876 CHF | 113'276 CHF | 98.52% | 98.52% |