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 | 2.45% | 0.38 CHF | 0.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 120'785 CHF | 41'262 CHF | 99.22% | 99.22% |
15.05.2024 | 3.22% | 0.31 CHF | 0.32 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 91'851 CHF | 31'617 CHF | 99.17% | 99.17% |
14.05.2024 | 3.36% | 0.33 CHF | 0.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 87'937 CHF | 30'312 CHF | 95.26% | 95.26% |
13.05.2024 | 2.48% | 0.33 CHF | 0.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 120'745 CHF | 41'248 CHF | 97.06% | 97.06% |
10.05.2024 | 1.85% | 0.44 CHF | 0.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 161'318 CHF | 54'773 CHF | 93.64% | 93.64% |
08.05.2024 | 1.69% | 0.61 CHF | 0.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 176'136 CHF | 59'712 CHF | 99.21% | 99.21% |
07.05.2024 | 1.77% | 0.60 CHF | 0.61 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 167'864 CHF | 56'955 CHF | 97.67% | 97.67% |
06.05.2024 | 2.11% | 0.53 CHF | 0.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 141'321 CHF | 48'107 CHF | 97.72% | 97.72% |
03.05.2024 | 2.41% | 0.42 CHF | 0.43 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 123'528 CHF | 42'176 CHF | 98.88% | 98.88% |
02.05.2024 | 2.90% | 0.37 CHF | 0.38 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 102'064 CHF | 35'021 CHF | 98.89% | 98.89% |