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 | 4.70% | 0.20 CHF | 0.21 CHF | 180'000 | 180'000 | 179'741 | 179'741 | 37'484 CHF | 39'284 CHF | 100.00% | 100.00% |
15.05.2024 | 4.64% | 0.22 CHF | 0.23 CHF | 180'000 | 180'000 | 179'667 | 179'667 | 37'954 CHF | 39'754 CHF | 100.00% | 100.00% |
14.05.2024 | 4.85% | 0.21 CHF | 0.22 CHF | 180'000 | 180'000 | 180'142 | 180'142 | 36'256 CHF | 38'057 CHF | 99.97% | 99.97% |
13.05.2024 | 4.78% | 0.20 CHF | 0.21 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 36'755 CHF | 38'555 CHF | 100.00% | 100.00% |
10.05.2024 | 5.38% | 0.19 CHF | 0.20 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 34'462 CHF | 36'362 CHF | 100.00% | 100.00% |
08.05.2024 | 5.62% | 0.17 CHF | 0.18 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 32'894 CHF | 34'794 CHF | 99.09% | 99.09% |
07.05.2024 | 4.67% | 0.20 CHF | 0.21 CHF | 190'000 | 190'000 | 183'612 | 183'612 | 38'563 CHF | 40'403 CHF | 100.00% | 100.00% |
06.05.2024 | 7.68% | 0.13 CHF | 0.14 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 25'045 CHF | 27'045 CHF | 100.00% | 100.00% |
03.05.2024 | 7.91% | 0.12 CHF | 0.13 CHF | 200'000 | 200'000 | 200'091 | 200'091 | 24'302 CHF | 26'302 CHF | 99.99% | 99.99% |
02.05.2024 | 7.99% | 0.12 CHF | 0.13 CHF | 210'000 | 210'000 | 208'718 | 208'718 | 25'091 CHF | 27'178 CHF | 100.00% | 100.00% |