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 | 2.28% | 0.45 CHF | 0.46 CHF | 430'000 | 430'000 | 170'078 | 170'078 | 77'170 CHF | 78'887 CHF | 99.86% | 99.86% |
15.05.2024 | 3.22% | 0.39 CHF | 0.40 CHF | 540'000 | 540'000 | 225'329 | 225'329 | 74'869 CHF | 77'139 CHF | 99.94% | 99.94% |
14.05.2024 | 3.83% | 0.29 CHF | 0.30 CHF | 630'000 | 630'000 | 255'987 | 255'987 | 69'579 CHF | 72'150 CHF | 100.00% | 100.00% |
13.05.2024 | 3.54% | 0.28 CHF | 0.28 CHF | 630'000 | 630'000 | 249'494 | 249'494 | 69'804 CHF | 72'310 CHF | 100.00% | 100.00% |
10.05.2024 | 3.40% | 0.30 CHF | 0.31 CHF | 610'000 | 610'000 | 242'733 | 242'733 | 72'548 CHF | 74'986 CHF | 100.00% | 100.00% |
08.05.2024 | 3.22% | 0.34 CHF | 0.35 CHF | 570'000 | 570'000 | 227'539 | 227'539 | 72'993 CHF | 75'280 CHF | 96.98% | 96.98% |
07.05.2024 | 3.17% | 0.33 CHF | 0.34 CHF | 570'000 | 570'000 | 227'807 | 227'807 | 72'934 CHF | 75'223 CHF | 98.52% | 98.52% |
06.05.2024 | 3.44% | 0.31 CHF | 0.32 CHF | 630'000 | 630'000 | 248'475 | 248'475 | 74'203 CHF | 76'699 CHF | 99.77% | 99.77% |
03.05.2024 | 3.73% | 0.28 CHF | 0.29 CHF | 660'000 | 660'000 | 255'074 | 255'074 | 71'663 CHF | 74'225 CHF | 99.95% | 99.95% |
02.05.2024 | 3.80% | 0.25 CHF | 0.26 CHF | 720'000 | 720'000 | 275'373 | 275'373 | 70'311 CHF | 73'077 CHF | 99.99% | 99.99% |