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 | 3.00% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 168'613 | 168'611 | 55'260 CHF | 56'946 CHF | 99.70% | 99.70% |
15.05.2024 | 3.38% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 183'314 | 183'315 | 53'285 CHF | 55'118 CHF | 99.99% | 99.99% |
14.05.2024 | 3.16% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 174'243 | 174'243 | 54'319 CHF | 56'061 CHF | 99.00% | 99.00% |
13.05.2024 | 3.04% | 0.34 CHF | 0.35 CHF | 175'000 | 175'000 | 170'466 | 170'464 | 55'254 CHF | 56'958 CHF | 99.99% | 99.99% |
10.05.2024 | 3.05% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 168'611 | 168'615 | 54'652 CHF | 56'339 CHF | 99.98% | 99.98% |
08.05.2024 | 3.81% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 207'347 | 207'371 | 53'398 CHF | 55'477 CHF | 100.00% | 100.00% |
07.05.2024 | 4.93% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 264'015 | 264'003 | 52'273 CHF | 54'911 CHF | 99.82% | 99.82% |
06.05.2024 | 4.35% | 0.23 CHF | 0.24 CHF | 250'000 | 250'000 | 237'941 | 237'953 | 53'518 CHF | 55'900 CHF | 99.77% | 99.77% |
03.05.2024 | 4.24% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 229'917 | 229'920 | 53'012 CHF | 55'312 CHF | 100.00% | 100.00% |
02.05.2024 | 4.23% | 0.22 CHF | 0.23 CHF | 225'000 | 225'000 | 226'548 | 226'573 | 52'505 CHF | 54'776 CHF | 100.00% | 100.00% |