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 | 2.74% | 0.36 CHF | 0.37 CHF | 280'000 | 280'000 | 279'575 | 279'575 | 100'938 CHF | 103'738 CHF | 100.00% | 100.00% |
15.05.2024 | 2.95% | 0.36 CHF | 0.37 CHF | 290'000 | 290'000 | 291'433 | 291'433 | 97'821 CHF | 100'741 CHF | 100.00% | 100.00% |
14.05.2024 | 2.85% | 0.34 CHF | 0.35 CHF | 290'000 | 290'000 | 289'835 | 289'835 | 100'464 CHF | 103'364 CHF | 99.96% | 99.96% |
13.05.2024 | 2.82% | 0.34 CHF | 0.35 CHF | 290'000 | 290'000 | 290'000 | 290'000 | 101'403 CHF | 104'303 CHF | 100.00% | 100.00% |
10.05.2024 | 2.90% | 0.35 CHF | 0.36 CHF | 300'000 | 300'000 | 301'542 | 301'542 | 102'430 CHF | 105'445 CHF | 100.00% | 100.00% |
08.05.2024 | 3.28% | 0.32 CHF | 0.33 CHF | 320'000 | 320'000 | 326'853 | 326'853 | 98'046 CHF | 101'314 CHF | 99.24% | 99.24% |
07.05.2024 | 3.78% | 0.27 CHF | 0.28 CHF | 330'000 | 330'000 | 329'639 | 329'639 | 85'697 CHF | 88'997 CHF | 97.37% | 97.37% |
06.05.2024 | 3.52% | 0.26 CHF | 0.27 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 92'294 CHF | 95'594 CHF | 100.00% | 100.00% |
03.05.2024 | 3.56% | 0.27 CHF | 0.28 CHF | 330'000 | 330'000 | 329'946 | 329'946 | 90'975 CHF | 94'275 CHF | 100.00% | 100.00% |
02.05.2024 | 3.63% | 0.27 CHF | 0.28 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 89'272 CHF | 92'572 CHF | 99.99% | 99.99% |