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 | 4.47% | 0.24 CHF | 0.25 CHF | 210'000 | 200'000 | 190'312 | 177'680 | 45'082 CHF | 43'851 CHF | 90.96% | 90.96% |
15.05.2024 | 4.25% | 0.21 CHF | 0.21 CHF | 250'000 | 200'000 | 258'843 | 198'016 | 50'935 CHF | 40'668 CHF | 97.42% | 97.42% |
14.05.2024 | 5.05% | 0.18 CHF | 0.19 CHF | 280'000 | 200'000 | 266'170 | 191'973 | 48'366 CHF | 36'617 CHF | 86.30% | 86.30% |
13.05.2024 | 4.10% | 0.21 CHF | 0.21 CHF | 250'000 | 200'000 | 253'024 | 200'000 | 50'885 CHF | 41'916 CHF | 85.01% | 85.01% |
10.05.2024 | 4.18% | 0.20 CHF | 0.21 CHF | 260'000 | 200'000 | 259'540 | 200'000 | 50'865 CHF | 40'883 CHF | 93.10% | 93.10% |
08.05.2024 | 4.31% | 0.19 CHF | 0.19 CHF | 270'000 | 200'000 | 273'111 | 200'000 | 50'890 CHF | 38'923 CHF | 100.00% | 100.00% |
07.05.2024 | 4.28% | 0.19 CHF | 0.20 CHF | 270'000 | 200'000 | 273'395 | 200'000 | 50'772 CHF | 38'772 CHF | 98.92% | 98.92% |
06.05.2024 | 4.35% | 0.18 CHF | 0.19 CHF | 280'000 | 200'000 | 276'327 | 200'000 | 51'066 CHF | 38'614 CHF | 100.00% | 100.00% |
03.05.2024 | 4.43% | 0.18 CHF | 0.19 CHF | 280'000 | 200'000 | 288'190 | 200'000 | 50'835 CHF | 36'909 CHF | 96.55% | 96.55% |
02.05.2024 | 4.50% | 0.17 CHF | 0.17 CHF | 310'000 | 200'000 | 285'991 | 200'000 | 50'765 CHF | 37'188 CHF | 92.16% | 92.16% |