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 | 4.76% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 51'317 CHF | 53'817 CHF | 99.82% | 99.82% |
15.05.2024 | 4.95% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 267'508 | 267'505 | 52'716 CHF | 55'390 CHF | 99.98% | 99.98% |
14.05.2024 | 6.20% | 0.15 CHF | 0.16 CHF | 325'000 | 325'000 | 332'161 | 332'156 | 51'931 CHF | 55'252 CHF | 98.82% | 98.82% |
13.05.2024 | 5.12% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 274'920 | 274'916 | 52'288 CHF | 55'037 CHF | 99.99% | 99.99% |
10.05.2024 | 4.52% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 54'026 CHF | 56'526 CHF | 100.00% | 100.00% |
08.05.2024 | 4.64% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'318 | 250'318 | 52'746 CHF | 55'250 CHF | 99.99% | 99.99% |
07.05.2024 | 5.10% | 0.20 CHF | 0.21 CHF | 275'000 | 275'000 | 273'734 | 273'733 | 52'341 CHF | 55'078 CHF | 99.79% | 99.79% |
06.05.2024 | 4.99% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 261'117 | 261'115 | 50'977 CHF | 53'587 CHF | 99.76% | 99.76% |
03.05.2024 | 5.04% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 267'244 | 267'245 | 51'665 CHF | 54'338 CHF | 99.14% | 99.14% |
02.05.2024 | 5.15% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 276'504 | 276'507 | 52'261 CHF | 55'027 CHF | 99.99% | 99.99% |