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 | 2.36% | 0.41 CHF | 0.42 CHF | 300'000 | 300'000 | 298'971 | 298'971 | 126'211 CHF | 129'209 CHF | 98.48% | 98.48% |
15.05.2024 | 2.06% | 0.46 CHF | 0.47 CHF | 300'000 | 300'000 | 287'603 | 287'603 | 154'307 CHF | 157'268 CHF | 100.00% | 100.00% |
14.05.2024 | 2.42% | 0.58 CHF | 0.59 CHF | 300'000 | 300'000 | 226'639 | 226'639 | 137'512 CHF | 140'509 CHF | 99.99% | 99.99% |
13.05.2024 | 1.65% | 0.61 CHF | 0.62 CHF | 300'000 | 300'000 | 299'448 | 299'448 | 181'366 CHF | 184'364 CHF | 100.00% | 100.00% |
10.05.2024 | 1.61% | 0.64 CHF | 0.65 CHF | 300'000 | 300'000 | 299'450 | 299'450 | 184'944 CHF | 187'942 CHF | 100.00% | 100.00% |
08.05.2024 | 1.44% | 0.67 CHF | 0.68 CHF | 300'000 | 300'000 | 297'095 | 297'095 | 208'736 CHF | 211'734 CHF | 93.34% | 93.34% |
07.05.2024 | 1.41% | 0.67 CHF | 0.68 CHF | 300'000 | 300'000 | 299'137 | 299'137 | 212'514 CHF | 215'512 CHF | 99.46% | 99.46% |
06.05.2024 | 1.26% | 0.76 CHF | 0.77 CHF | 300'000 | 300'000 | 299'451 | 299'451 | 236'981 CHF | 239'979 CHF | 100.00% | 100.00% |
03.05.2024 | 1.44% | 0.88 CHF | 0.89 CHF | 300'000 | 300'000 | 263'539 | 263'539 | 251'397 CHF | 254'276 CHF | 99.99% | 99.99% |
02.05.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 300'000 | 300'000 | 299'434 | 299'434 | 337'998 CHF | 340'996 CHF | 99.67% | 99.67% |