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 | 3.60% | 0.26 CHF | 0.27 CHF | 300'000 | 100'000 | 302'401 | 100'800 | 83'086 CHF | 28'703 CHF | 99.36% | 99.36% |
15.05.2024 | 3.23% | 0.34 CHF | 0.35 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 91'567 CHF | 31'522 CHF | 99.12% | 99.12% |
14.05.2024 | 3.66% | 0.27 CHF | 0.28 CHF | 300'000 | 100'000 | 331'185 | 110'395 | 88'498 CHF | 30'603 CHF | 99.36% | 99.36% |
13.05.2024 | 4.45% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 99'620 CHF | 34'707 CHF | 98.90% | 98.90% |
10.05.2024 | 3.50% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 340'260 | 113'420 | 95'083 CHF | 32'829 CHF | 99.35% | 99.35% |
08.05.2024 | 3.32% | 0.31 CHF | 0.32 CHF | 300'000 | 100'000 | 338'746 | 112'915 | 99'776 CHF | 34'388 CHF | 99.36% | 99.36% |
07.05.2024 | 3.38% | 0.29 CHF | 0.30 CHF | 450'000 | 150'000 | 380'932 | 126'977 | 110'492 CHF | 38'101 CHF | 99.37% | 99.37% |
06.05.2024 | 2.96% | 0.33 CHF | 0.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 99'968 CHF | 34'323 CHF | 99.36% | 99.36% |
03.05.2024 | 2.71% | 0.35 CHF | 0.36 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 109'287 CHF | 37'429 CHF | 99.17% | 99.17% |
02.05.2024 | 2.60% | 0.37 CHF | 0.38 CHF | 300'000 | 100'000 | 300'686 | 100'229 | 114'270 CHF | 39'092 CHF | 98.76% | 98.76% |