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 | 2.71% | 0.38 CHF | 0.39 CHF | 380'000 | 380'000 | 208'452 | 208'452 | 78'839 CHF | 80'938 CHF | 100.00% | 100.00% |
15.05.2024 | 3.09% | 0.38 CHF | 0.39 CHF | 390'000 | 390'000 | 216'319 | 216'319 | 73'203 CHF | 75'382 CHF | 100.00% | 100.00% |
14.05.2024 | 3.22% | 0.32 CHF | 0.33 CHF | 410'000 | 410'000 | 228'156 | 228'156 | 72'049 CHF | 74'342 CHF | 99.90% | 99.90% |
13.05.2024 | 3.61% | 0.30 CHF | 0.31 CHF | 450'000 | 450'000 | 246'966 | 246'966 | 70'047 CHF | 72'526 CHF | 99.15% | 99.15% |
10.05.2024 | 3.71% | 0.24 CHF | 0.25 CHF | 440'000 | 440'000 | 241'468 | 241'468 | 64'813 CHF | 67'237 CHF | 99.60% | 99.60% |
08.05.2024 | 4.18% | 0.23 CHF | 0.24 CHF | 480'000 | 480'000 | 258'714 | 258'714 | 61'904 CHF | 64'503 CHF | 98.54% | 98.54% |
07.05.2024 | 3.95% | 0.25 CHF | 0.26 CHF | 490'000 | 490'000 | 266'811 | 266'811 | 68'398 CHF | 71'077 CHF | 97.71% | 97.71% |
06.05.2024 | 4.30% | 0.23 CHF | 0.24 CHF | 470'000 | 470'000 | 258'495 | 258'495 | 61'232 CHF | 63'828 CHF | 99.72% | 99.72% |
03.05.2024 | 4.52% | 0.28 CHF | 0.29 CHF | 720'000 | 720'000 | 269'611 | 269'611 | 74'713 CHF | 77'757 CHF | 91.53% | 91.53% |
02.05.2024 | 7.58% | 0.13 CHF | 0.14 CHF | 760'000 | 760'000 | 419'854 | 419'854 | 55'022 CHF | 59'238 CHF | 99.97% | 99.97% |