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 | 3.93% | 0.27 CHF | 0.28 CHF | 700'000 | 700'000 | 294'285 | 294'285 | 79'674 CHF | 82'673 CHF | 100.00% | 100.00% |
15.05.2024 | 3.29% | 0.28 CHF | 0.29 CHF | 710'000 | 710'000 | 320'922 | 320'922 | 97'589 CHF | 100'815 CHF | 100.00% | 100.00% |
14.05.2024 | 3.04% | 0.33 CHF | 0.34 CHF | 730'000 | 730'000 | 327'188 | 327'188 | 109'052 CHF | 112'337 CHF | 100.00% | 100.00% |
13.05.2024 | 3.00% | 0.34 CHF | 0.35 CHF | 740'000 | 740'000 | 327'612 | 327'612 | 111'714 CHF | 115'003 CHF | 100.00% | 100.00% |
10.05.2024 | 2.88% | 0.35 CHF | 0.36 CHF | 740'000 | 740'000 | 330'504 | 330'504 | 116'299 CHF | 119'618 CHF | 100.00% | 100.00% |
08.05.2024 | 2.86% | 0.36 CHF | 0.37 CHF | 740'000 | 740'000 | 318'773 | 318'773 | 112'807 CHF | 116'008 CHF | 99.06% | 99.06% |
07.05.2024 | 2.92% | 0.36 CHF | 0.37 CHF | 740'000 | 740'000 | 323'652 | 323'652 | 114'055 CHF | 117'307 CHF | 100.00% | 100.00% |
06.05.2024 | 2.77% | 0.35 CHF | 0.36 CHF | 730'000 | 730'000 | 327'066 | 327'066 | 118'256 CHF | 121'540 CHF | 100.00% | 100.00% |
03.05.2024 | 2.50% | 0.40 CHF | 0.41 CHF | 760'000 | 760'000 | 341'660 | 341'659 | 137'811 CHF | 141'241 CHF | 99.83% | 99.83% |
02.05.2024 | 2.26% | 0.44 CHF | 0.45 CHF | 780'000 | 780'000 | 350'758 | 350'758 | 158'193 CHF | 161'715 CHF | 99.99% | 99.99% |