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 | 3.67% | 0.22 CHF | 0.23 CHF | 290'000 | 290'000 | 283'937 | 283'937 | 77'914 CHF | 80'758 CHF | 99.42% | 99.42% |
15.05.2024 | 2.26% | 0.45 CHF | 0.46 CHF | 270'000 | 270'000 | 271'950 | 271'950 | 119'710 CHF | 122'436 CHF | 96.82% | 96.82% |
14.05.2024 | 2.31% | 0.42 CHF | 0.43 CHF | 275'000 | 275'000 | 273'792 | 273'792 | 117'150 CHF | 119'889 CHF | 100.00% | 100.00% |
13.05.2024 | 2.11% | 0.47 CHF | 0.48 CHF | 270'000 | 270'000 | 268'885 | 268'885 | 126'085 CHF | 128'774 CHF | 99.84% | 99.84% |
10.05.2024 | 2.18% | 0.47 CHF | 0.48 CHF | 270'000 | 270'000 | 272'374 | 272'374 | 123'767 CHF | 126'491 CHF | 100.00% | 100.00% |
08.05.2024 | 2.87% | 0.34 CHF | 0.35 CHF | 280'000 | 280'000 | 280'431 | 280'431 | 96'398 CHF | 99'203 CHF | 98.93% | 98.93% |
07.05.2024 | 3.74% | 0.32 CHF | 0.33 CHF | 285'000 | 285'000 | 286'301 | 286'301 | 77'146 CHF | 80'011 CHF | 96.03% | 96.03% |
06.05.2024 | 3.46% | 0.29 CHF | 0.30 CHF | 285'000 | 285'000 | 285'201 | 285'201 | 81'183 CHF | 84'035 CHF | 100.00% | 100.00% |
03.05.2024 | 4.08% | 0.26 CHF | 0.27 CHF | 290'000 | 290'000 | 289'618 | 289'618 | 69'932 CHF | 72'828 CHF | 95.60% | 95.60% |
02.05.2024 | 4.50% | 0.23 CHF | 0.24 CHF | 290'000 | 290'000 | 291'215 | 291'215 | 63'433 CHF | 66'345 CHF | 97.72% | 97.72% |