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 | 2.88% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 51'427 CHF | 52'927 CHF | 100.00% | 100.00% |
15.05.2024 | 2.79% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 52'984 CHF | 54'484 CHF | 100.00% | 100.00% |
14.05.2024 | 3.00% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 172'090 | 172'090 | 56'425 CHF | 58'146 CHF | 92.24% | 92.24% |
13.05.2024 | 3.11% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 55'451 CHF | 57'201 CHF | 100.00% | 100.00% |
10.05.2024 | 3.11% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 55'474 CHF | 57'224 CHF | 100.00% | 100.00% |
08.05.2024 | 3.13% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 55'084 CHF | 56'834 CHF | 100.00% | 100.00% |
07.05.2024 | 3.25% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 175'473 | 175'473 | 53'150 CHF | 54'904 CHF | 100.00% | 100.00% |
06.05.2024 | 3.70% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 53'147 CHF | 55'147 CHF | 100.00% | 100.00% |
03.05.2024 | 3.64% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 197'603 | 197'603 | 53'359 CHF | 55'335 CHF | 97.87% | 97.87% |
02.05.2024 | 3.56% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 55'164 CHF | 57'164 CHF | 100.00% | 100.00% |