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 | 4.63% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 249'219 | 249'219 | 52'670 CHF | 55'163 CHF | 99.90% | 99.90% |
15.05.2024 | 4.37% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 236'270 | 236'270 | 52'888 CHF | 55'251 CHF | 100.00% | 100.00% |
14.05.2024 | 4.10% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 222'197 | 222'197 | 53'029 CHF | 55'251 CHF | 99.76% | 99.76% |
13.05.2024 | 4.18% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 226'042 | 226'042 | 52'946 CHF | 55'206 CHF | 100.00% | 100.00% |
10.05.2024 | 4.12% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 223'863 | 223'863 | 53'193 CHF | 55'431 CHF | 100.00% | 100.00% |
08.05.2024 | 3.91% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 200'603 | 200'603 | 50'321 CHF | 52'327 CHF | 96.89% | 96.89% |
07.05.2024 | 4.03% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 216'665 | 216'664 | 52'635 CHF | 54'801 CHF | 99.83% | 99.83% |
06.05.2024 | 4.26% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 228'332 | 228'331 | 52'396 CHF | 54'679 CHF | 99.76% | 99.76% |
03.05.2024 | 4.10% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 217'268 | 217'269 | 51'872 CHF | 54'045 CHF | 99.99% | 99.99% |
02.05.2024 | 3.55% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 199'508 | 199'508 | 55'152 CHF | 57'147 CHF | 100.00% | 100.00% |