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 | 2.08% | 0.46 CHF | 0.47 CHF | 300'000 | 250'000 | 300'000 | 250'000 | 143'076 CHF | 121'730 CHF | 99.36% | 99.36% |
15.05.2024 | 2.13% | 0.47 CHF | 0.48 CHF | 300'000 | 250'000 | 300'000 | 250'000 | 139'569 CHF | 118'808 CHF | 99.15% | 99.15% |
14.05.2024 | 2.40% | 0.43 CHF | 0.44 CHF | 300'000 | 250'000 | 300'000 | 250'000 | 123'740 CHF | 105'617 CHF | 99.36% | 99.36% |
13.05.2024 | 2.70% | 0.37 CHF | 0.38 CHF | 300'000 | 250'000 | 300'000 | 250'000 | 109'458 CHF | 93'715 CHF | 98.85% | 98.85% |
10.05.2024 | 2.58% | 0.38 CHF | 0.39 CHF | 300'000 | 250'000 | 300'000 | 250'000 | 114'973 CHF | 98'311 CHF | 99.36% | 99.36% |
08.05.2024 | 2.87% | 0.34 CHF | 0.35 CHF | 300'000 | 250'000 | 300'000 | 250'000 | 102'965 CHF | 88'304 CHF | 99.37% | 99.37% |
07.05.2024 | 2.76% | 0.36 CHF | 0.37 CHF | 300'000 | 250'000 | 300'000 | 250'000 | 107'057 CHF | 91'714 CHF | 99.37% | 99.37% |
06.05.2024 | 2.87% | 0.34 CHF | 0.35 CHF | 300'000 | 250'000 | 300'000 | 250'000 | 102'892 CHF | 88'243 CHF | 99.36% | 99.36% |
03.05.2024 | 2.92% | 0.34 CHF | 0.35 CHF | 300'000 | 250'000 | 300'000 | 250'000 | 101'121 CHF | 86'767 CHF | 99.13% | 99.13% |
02.05.2024 | 3.36% | 0.29 CHF | 0.30 CHF | 300'000 | 250'000 | 300'000 | 250'000 | 87'827 CHF | 75'689 CHF | 99.33% | 99.33% |