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 | 3.16% | 0.31 CHF | 0.32 CHF | 280'000 | 280'000 | 279'575 | 279'575 | 87'361 CHF | 90'161 CHF | 100.00% | 100.00% |
15.05.2024 | 3.45% | 0.31 CHF | 0.32 CHF | 290'000 | 290'000 | 291'435 | 291'435 | 83'385 CHF | 86'305 CHF | 100.00% | 100.00% |
14.05.2024 | 3.31% | 0.29 CHF | 0.30 CHF | 290'000 | 290'000 | 289'835 | 289'835 | 86'318 CHF | 89'218 CHF | 99.96% | 99.96% |
13.05.2024 | 3.28% | 0.29 CHF | 0.30 CHF | 280'000 | 280'000 | 280'000 | 280'000 | 84'114 CHF | 86'914 CHF | 100.00% | 100.00% |
10.05.2024 | 3.36% | 0.31 CHF | 0.32 CHF | 300'000 | 300'000 | 301'554 | 301'554 | 88'217 CHF | 91'233 CHF | 100.00% | 100.00% |
08.05.2024 | 3.88% | 0.28 CHF | 0.28 CHF | 320'000 | 320'000 | 326'854 | 326'854 | 82'727 CHF | 85'995 CHF | 99.24% | 99.24% |
07.05.2024 | 4.55% | 0.23 CHF | 0.24 CHF | 330'000 | 330'000 | 329'639 | 329'639 | 70'917 CHF | 74'217 CHF | 97.37% | 97.37% |
06.05.2024 | 4.18% | 0.21 CHF | 0.22 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 77'326 CHF | 80'626 CHF | 100.00% | 100.00% |
03.05.2024 | 4.27% | 0.22 CHF | 0.23 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 75'631 CHF | 78'931 CHF | 99.97% | 99.97% |
02.05.2024 | 4.36% | 0.22 CHF | 0.23 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 74'043 CHF | 77'343 CHF | 99.99% | 99.99% |