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 | 3.46% | 0.28 CHF | 0.30 CHF | 220'000 | 220'000 | 219'878 | 219'878 | 62'452 CHF | 64'652 CHF | 84.43% | 84.43% |
15.05.2024 | 3.89% | 0.28 CHF | 0.29 CHF | 230'000 | 230'000 | 229'694 | 229'694 | 58'152 CHF | 60'452 CHF | 83.89% | 83.89% |
14.05.2024 | 3.67% | 0.26 CHF | 0.27 CHF | 230'000 | 230'000 | 229'852 | 229'852 | 61'540 CHF | 63'840 CHF | 89.29% | 89.29% |
13.05.2024 | 3.64% | 0.26 CHF | 0.27 CHF | 230'000 | 230'000 | 230'000 | 230'000 | 62'094 CHF | 64'394 CHF | 97.50% | 97.50% |
10.05.2024 | 3.75% | 0.28 CHF | 0.28 CHF | 240'000 | 240'000 | 239'994 | 239'994 | 62'904 CHF | 65'304 CHF | 96.26% | 96.26% |
08.05.2024 | 4.55% | 0.24 CHF | 0.25 CHF | 290'000 | 290'000 | 290'000 | 290'000 | 62'443 CHF | 65'343 CHF | 98.44% | 98.44% |
07.05.2024 | 5.79% | 0.18 CHF | 0.19 CHF | 320'000 | 320'000 | 319'627 | 319'627 | 53'833 CHF | 57'033 CHF | 97.08% | 97.08% |
06.05.2024 | 5.08% | 0.17 CHF | 0.18 CHF | 310'000 | 310'000 | 302'032 | 302'032 | 58'161 CHF | 61'181 CHF | 99.65% | 99.65% |
03.05.2024 | 5.20% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 56'184 CHF | 59'184 CHF | 98.47% | 98.47% |
02.05.2024 | 5.36% | 0.18 CHF | 0.19 CHF | 290'000 | 290'000 | 290'000 | 290'000 | 52'695 CHF | 55'595 CHF | 99.18% | 99.18% |