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 | 2.46% | 0.40 CHF | 0.41 CHF | 370'000 | 370'000 | 369'328 | 369'328 | 148'776 CHF | 152'475 CHF | 100.00% | 100.00% |
15.05.2024 | 3.07% | 0.33 CHF | 0.34 CHF | 390'000 | 390'000 | 389'300 | 389'300 | 125'517 CHF | 129'417 CHF | 100.00% | 100.00% |
14.05.2024 | 3.37% | 0.30 CHF | 0.31 CHF | 380'000 | 380'000 | 387'888 | 387'888 | 113'258 CHF | 117'139 CHF | 99.99% | 99.99% |
13.05.2024 | 3.06% | 0.33 CHF | 0.34 CHF | 390'000 | 390'000 | 389'990 | 389'990 | 125'386 CHF | 129'286 CHF | 99.45% | 99.45% |
10.05.2024 | 3.11% | 0.31 CHF | 0.32 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 126'496 CHF | 130'496 CHF | 100.00% | 100.00% |
08.05.2024 | 3.47% | 0.28 CHF | 0.30 CHF | 410'000 | 410'000 | 410'000 | 410'000 | 115'988 CHF | 120'088 CHF | 98.61% | 98.61% |
07.05.2024 | 3.67% | 0.28 CHF | 0.29 CHF | 430'000 | 430'000 | 429'277 | 429'277 | 115'219 CHF | 119'519 CHF | 99.95% | 99.95% |
06.05.2024 | 3.84% | 0.26 CHF | 0.27 CHF | 430'000 | 430'000 | 431'142 | 431'142 | 110'169 CHF | 114'481 CHF | 100.00% | 100.00% |
03.05.2024 | 4.17% | 0.25 CHF | 0.26 CHF | 470'000 | 470'000 | 467'943 | 467'943 | 110'127 CHF | 114'807 CHF | 99.97% | 99.97% |
02.05.2024 | 3.81% | 0.22 CHF | 0.23 CHF | 430'000 | 430'000 | 422'908 | 422'908 | 109'082 CHF | 113'311 CHF | 98.50% | 98.50% |