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 | 4.51% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 242'609 | 242'609 | 52'606 CHF | 55'032 CHF | 99.90% | 99.90% |
15.05.2024 | 4.20% | 0.22 CHF | 0.23 CHF | 225'000 | 225'000 | 228'067 | 228'067 | 53'128 CHF | 55'409 CHF | 100.00% | 100.00% |
14.05.2024 | 3.84% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 203'189 | 203'188 | 51'858 CHF | 53'890 CHF | 99.77% | 99.77% |
13.05.2024 | 4.00% | 0.25 CHF | 0.26 CHF | 225'000 | 225'000 | 210'846 | 210'846 | 51'672 CHF | 53'781 CHF | 100.00% | 100.00% |
10.05.2024 | 3.95% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 207'816 | 207'816 | 51'554 CHF | 53'632 CHF | 100.00% | 100.00% |
08.05.2024 | 3.70% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 53'137 CHF | 55'137 CHF | 96.89% | 96.89% |
07.05.2024 | 3.90% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 203'330 | 203'330 | 51'179 CHF | 53'213 CHF | 99.83% | 99.83% |
06.05.2024 | 4.17% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 226'565 | 226'564 | 53'240 CHF | 55'506 CHF | 99.76% | 99.76% |
03.05.2024 | 3.97% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 210'207 | 210'207 | 51'879 CHF | 53'981 CHF | 99.99% | 99.99% |
02.05.2024 | 3.31% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 51'965 CHF | 53'715 CHF | 100.00% | 100.00% |