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 | 3.34% | 0.30 CHF | 0.31 CHF | 170'000 | 170'000 | 169'741 | 169'741 | 50'163 CHF | 51'863 CHF | 99.18% | 99.18% |
15.05.2024 | 3.85% | 0.29 CHF | 0.30 CHF | 180'000 | 180'000 | 179'659 | 179'659 | 46'117 CHF | 47'917 CHF | 98.35% | 98.35% |
14.05.2024 | 3.58% | 0.27 CHF | 0.28 CHF | 180'000 | 180'000 | 179'896 | 179'896 | 49'457 CHF | 51'257 CHF | 98.97% | 98.97% |
13.05.2024 | 3.55% | 0.27 CHF | 0.28 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 49'824 CHF | 51'624 CHF | 98.89% | 98.89% |
10.05.2024 | 3.75% | 0.28 CHF | 0.29 CHF | 190'000 | 190'000 | 189'985 | 189'985 | 49'895 CHF | 51'795 CHF | 98.33% | 98.33% |
08.05.2024 | 4.92% | 0.23 CHF | 0.24 CHF | 220'000 | 220'000 | 226'898 | 226'898 | 45'239 CHF | 47'508 CHF | 98.23% | 98.23% |
07.05.2024 | 6.95% | 0.16 CHF | 0.17 CHF | 250'000 | 250'000 | 249'718 | 249'718 | 34'895 CHF | 37'395 CHF | 96.58% | 96.58% |
06.05.2024 | 5.72% | 0.14 CHF | 0.15 CHF | 240'000 | 240'000 | 240'000 | 240'000 | 41'066 CHF | 43'466 CHF | 99.39% | 99.39% |
03.05.2024 | 5.97% | 0.15 CHF | 0.16 CHF | 240'000 | 240'000 | 240'000 | 240'000 | 39'014 CHF | 41'414 CHF | 97.92% | 97.92% |
02.05.2024 | 6.24% | 0.15 CHF | 0.16 CHF | 230'000 | 230'000 | 230'000 | 230'000 | 35'759 CHF | 38'059 CHF | 98.73% | 98.73% |