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 | 5.14% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 275'489 | 275'489 | 52'248 CHF | 55'003 CHF | 99.90% | 99.90% |
15.05.2024 | 4.85% | 0.19 CHF | 0.20 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 50'286 CHF | 52'786 CHF | 100.00% | 100.00% |
14.05.2024 | 4.65% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 52'498 CHF | 54'998 CHF | 99.76% | 99.76% |
13.05.2024 | 4.88% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 50'033 CHF | 52'533 CHF | 100.00% | 100.00% |
10.05.2024 | 4.88% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'298 | 250'298 | 50'060 CHF | 52'563 CHF | 100.00% | 100.00% |
08.05.2024 | 5.14% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 276'105 | 276'105 | 52'355 CHF | 55'116 CHF | 96.88% | 96.88% |
07.05.2024 | 5.45% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 53'537 CHF | 56'537 CHF | 99.83% | 99.83% |
06.05.2024 | 5.66% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'242 | 300'242 | 51'602 CHF | 54'604 CHF | 99.76% | 99.76% |
03.05.2024 | 6.00% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 320'041 | 320'041 | 51'744 CHF | 54'945 CHF | 100.00% | 100.00% |
02.05.2024 | 5.46% | 0.16 CHF | 0.17 CHF | 300'000 | 300'000 | 293'938 | 293'938 | 52'407 CHF | 55'346 CHF | 100.00% | 100.00% |