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 | 3.67% | 0.27 CHF | 0.28 CHF | 460'000 | 460'000 | 206'846 | 206'846 | 56'776 CHF | 58'859 CHF | 99.99% | 99.99% |
15.05.2024 | 3.86% | 0.27 CHF | 0.28 CHF | 460'000 | 460'000 | 207'100 | 207'100 | 54'639 CHF | 56'722 CHF | 100.00% | 100.00% |
14.05.2024 | 4.02% | 0.27 CHF | 0.28 CHF | 460'000 | 460'000 | 213'224 | 213'224 | 53'533 CHF | 55'679 CHF | 100.00% | 100.00% |
13.05.2024 | 3.74% | 0.25 CHF | 0.26 CHF | 480'000 | 480'000 | 210'770 | 210'770 | 56'010 CHF | 58'127 CHF | 100.00% | 100.00% |
10.05.2024 | 3.54% | 0.27 CHF | 0.28 CHF | 460'000 | 460'000 | 207'409 | 207'409 | 58'927 CHF | 61'011 CHF | 100.00% | 100.00% |
08.05.2024 | 3.77% | 0.28 CHF | 0.30 CHF | 460'000 | 460'000 | 207'730 | 207'730 | 56'581 CHF | 58'669 CHF | 99.15% | 99.15% |
07.05.2024 | 3.96% | 0.27 CHF | 0.28 CHF | 480'000 | 480'000 | 213'796 | 213'796 | 54'635 CHF | 56'786 CHF | 99.86% | 99.86% |
06.05.2024 | 4.37% | 0.24 CHF | 0.25 CHF | 480'000 | 480'000 | 213'525 | 213'525 | 49'783 CHF | 51'933 CHF | 100.00% | 100.00% |
03.05.2024 | 4.80% | 0.22 CHF | 0.23 CHF | 500'000 | 500'000 | 221'732 | 221'732 | 47'581 CHF | 49'808 CHF | 99.98% | 99.98% |
02.05.2024 | 4.76% | 0.21 CHF | 0.22 CHF | 500'000 | 500'000 | 223'679 | 223'679 | 46'768 CHF | 49'015 CHF | 100.00% | 100.00% |