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 | 4.84% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 257'149 | 257'149 | 51'865 CHF | 54'436 CHF | 99.24% | 99.24% |
15.05.2024 | 5.99% | 0.18 CHF | 0.19 CHF | 275'000 | 275'000 | 322'099 | 322'099 | 52'140 CHF | 55'361 CHF | 99.39% | 99.39% |
14.05.2024 | 6.73% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 365'429 | 365'429 | 52'490 CHF | 56'145 CHF | 99.17% | 99.17% |
13.05.2024 | 5.14% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 274'623 | 274'623 | 51'988 CHF | 54'734 CHF | 99.39% | 99.39% |
10.05.2024 | 4.21% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 226'243 | 226'243 | 52'627 CHF | 54'889 CHF | 99.38% | 99.38% |
08.05.2024 | 3.62% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 194'068 | 194'068 | 52'789 CHF | 54'729 CHF | 99.39% | 99.39% |
07.05.2024 | 4.66% | 0.19 CHF | 0.20 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 52'487 CHF | 54'987 CHF | 99.23% | 99.23% |
06.05.2024 | 4.70% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 249'673 | 249'673 | 51'959 CHF | 54'456 CHF | 99.19% | 99.19% |
03.05.2024 | 4.17% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 225'981 | 225'982 | 53'088 CHF | 55'347 CHF | 99.38% | 99.38% |
02.05.2024 | 4.07% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 219'096 | 219'096 | 52'698 CHF | 54'889 CHF | 99.38% | 99.38% |