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 | 2.63% | 0.40 CHF | 0.41 CHF | 300'000 | 100'000 | 299'976 | 100'000 | 112'797 CHF | 38'602 CHF | 98.49% | 98.49% |
15.05.2024 | 2.87% | 0.37 CHF | 0.38 CHF | 300'000 | 100'000 | 299'988 | 100'000 | 103'230 CHF | 35'412 CHF | 98.32% | 98.32% |
14.05.2024 | 2.71% | 0.36 CHF | 0.37 CHF | 300'000 | 100'000 | 299'988 | 99'977 | 109'236 CHF | 37'406 CHF | 99.36% | 99.36% |
13.05.2024 | 2.63% | 0.39 CHF | 0.40 CHF | 300'000 | 100'000 | 300'000 | 99'952 | 112'440 CHF | 38'461 CHF | 98.93% | 98.93% |
10.05.2024 | 2.64% | 0.43 CHF | 0.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 113'218 CHF | 38'739 CHF | 99.37% | 99.37% |
08.05.2024 | 3.17% | 0.32 CHF | 0.33 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 93'385 CHF | 32'128 CHF | 99.36% | 99.36% |
07.05.2024 | 3.73% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 337'554 | 112'518 | 88'446 CHF | 30'607 CHF | 94.72% | 94.72% |
06.05.2024 | 3.47% | 0.29 CHF | 0.30 CHF | 300'000 | 100'000 | 320'083 | 106'694 | 90'335 CHF | 31'179 CHF | 99.36% | 99.36% |
03.05.2024 | 3.43% | 0.29 CHF | 0.30 CHF | 300'000 | 100'000 | 323'773 | 107'912 | 92'635 CHF | 31'955 CHF | 99.36% | 99.36% |
02.05.2024 | 3.46% | 0.27 CHF | 0.28 CHF | 300'000 | 100'000 | 304'232 | 101'393 | 86'359 CHF | 29'796 CHF | 99.36% | 99.36% |