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 | 3.38% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 180'029 | 180'029 | 52'464 CHF | 54'265 CHF | 99.26% | 99.26% |
15.05.2024 | 2.91% | 0.33 CHF | 0.34 CHF | 150'000 | 150'000 | 154'285 | 154'285 | 52'216 CHF | 53'758 CHF | 99.38% | 99.38% |
14.05.2024 | 3.25% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 53'015 CHF | 54'765 CHF | 99.15% | 99.15% |
13.05.2024 | 3.29% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 52'303 CHF | 54'053 CHF | 99.38% | 99.38% |
10.05.2024 | 3.12% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'226 | 175'226 | 55'420 CHF | 57'172 CHF | 99.37% | 99.37% |
08.05.2024 | 3.99% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 209'687 | 209'687 | 51'425 CHF | 53'522 CHF | 99.39% | 99.39% |
07.05.2024 | 3.90% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 206'928 | 206'928 | 52'026 CHF | 54'096 CHF | 99.22% | 99.22% |
06.05.2024 | 3.67% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 53'609 CHF | 55'609 CHF | 99.22% | 99.22% |
03.05.2024 | 3.69% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 53'212 CHF | 55'212 CHF | 99.38% | 99.38% |
02.05.2024 | 3.63% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 54'202 CHF | 56'202 CHF | 99.38% | 99.38% |