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 | 3.43% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 186'130 | 186'129 | 53'331 CHF | 55'192 CHF | 99.84% | 99.84% |
15.05.2024 | 3.40% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 182'570 | 182'570 | 52'733 CHF | 54'559 CHF | 100.00% | 100.00% |
14.05.2024 | 3.67% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 199'739 | 199'738 | 53'426 CHF | 55'423 CHF | 99.72% | 99.72% |
13.05.2024 | 3.79% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 201'562 | 201'560 | 52'239 CHF | 54'254 CHF | 100.00% | 100.00% |
10.05.2024 | 4.01% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 210'989 | 210'992 | 51'578 CHF | 53'688 CHF | 100.00% | 100.00% |
08.05.2024 | 4.80% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 251'425 | 251'425 | 51'202 CHF | 53'717 CHF | 100.00% | 100.00% |
07.05.2024 | 5.88% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 313'106 | 313'104 | 51'703 CHF | 54'833 CHF | 99.83% | 99.83% |
06.05.2024 | 6.24% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 336'550 | 336'549 | 52'242 CHF | 55'607 CHF | 99.78% | 99.78% |
03.05.2024 | 6.46% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 350'358 | 350'357 | 52'453 CHF | 55'956 CHF | 100.00% | 100.00% |
02.05.2024 | 6.22% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 335'980 | 335'984 | 52'294 CHF | 55'655 CHF | 100.00% | 100.00% |