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 | 2.76% | 0.36 CHF | 0.37 CHF | 175'000 | 175'000 | 173'318 | 173'319 | 61'843 CHF | 63'577 CHF | 99.83% | 99.83% |
15.05.2024 | 3.96% | 0.25 CHF | 0.26 CHF | 225'000 | 225'000 | 206'354 | 206'355 | 51'103 CHF | 53'166 CHF | 100.00% | 100.00% |
14.05.2024 | 4.26% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 228'240 | 228'240 | 52'455 CHF | 54'738 CHF | 99.72% | 99.72% |
13.05.2024 | 3.49% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 187'409 | 187'408 | 52'667 CHF | 54'541 CHF | 100.00% | 100.00% |
10.05.2024 | 3.37% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 177'818 | 177'819 | 51'837 CHF | 53'616 CHF | 100.00% | 100.00% |
08.05.2024 | 4.13% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 223'561 | 223'564 | 52'975 CHF | 55'211 CHF | 100.00% | 100.00% |
07.05.2024 | 4.81% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 254'855 | 254'854 | 51'728 CHF | 54'276 CHF | 99.77% | 99.77% |
06.05.2024 | 5.36% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 292'492 | 292'495 | 53'145 CHF | 56'070 CHF | 99.76% | 99.76% |
03.05.2024 | 5.84% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 310'810 | 310'810 | 51'730 CHF | 54'838 CHF | 100.00% | 100.00% |
02.05.2024 | 5.88% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 311'319 | 311'315 | 51'426 CHF | 54'538 CHF | 100.00% | 100.00% |