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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 2.93% | 0.33 CHF | 0.34 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 134'331 CHF | 138'331 CHF | 98.93% | 98.93% |
16.05.2024 | 2.94% | 0.34 CHF | 0.35 CHF | 350'000 | 350'000 | 352'652 | 352'652 | 118'142 CHF | 121'668 CHF | 99.58% | 99.58% |
15.05.2024 | 2.78% | 0.35 CHF | 0.36 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 142'000 CHF | 146'000 CHF | 99.58% | 99.58% |
14.05.2024 | 2.83% | 0.34 CHF | 0.35 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 139'208 CHF | 143'208 CHF | 99.54% | 99.54% |
13.05.2024 | 2.90% | 0.34 CHF | 0.35 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 135'935 CHF | 139'935 CHF | 99.52% | 99.52% |
10.05.2024 | 2.91% | 0.34 CHF | 0.35 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 118'450 CHF | 121'950 CHF | 99.54% | 99.54% |
08.05.2024 | 2.68% | 0.37 CHF | 0.38 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 128'652 CHF | 132'152 CHF | 99.58% | 99.58% |
07.05.2024 | 2.57% | 0.37 CHF | 0.38 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 134'489 CHF | 137'989 CHF | 99.57% | 99.57% |
06.05.2024 | 2.45% | 0.40 CHF | 0.41 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 120'966 CHF | 123'966 CHF | 99.53% | 99.53% |
03.05.2024 | 2.36% | 0.43 CHF | 0.44 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 125'469 CHF | 128'469 CHF | 99.52% | 99.52% |