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 | 5.18% | 0.19 CHF | 0.20 CHF | 175'000 | 175'000 | 175'439 | 175'439 | 33'031 CHF | 34'786 CHF | 99.59% | 99.59% |
15.05.2024 | 5.02% | 0.19 CHF | 0.20 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 29'176 CHF | 30'676 CHF | 99.50% | 99.50% |
14.05.2024 | 4.42% | 0.22 CHF | 0.23 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 38'733 CHF | 40'483 CHF | 99.49% | 99.55% |
13.05.2024 | 5.23% | 0.21 CHF | 0.22 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 37'345 CHF | 39'345 CHF | 99.10% | 99.10% |
10.05.2024 | 5.57% | 0.18 CHF | 0.19 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 39'308 CHF | 41'558 CHF | 99.46% | 99.52% |
08.05.2024 | 5.41% | 0.18 CHF | 0.19 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 36'000 CHF | 38'000 CHF | 99.48% | 99.48% |
07.05.2024 | 5.13% | 0.18 CHF | 0.19 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 33'253 CHF | 35'003 CHF | 99.59% | 99.59% |
06.05.2024 | 4.98% | 0.20 CHF | 0.21 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 39'217 CHF | 41'217 CHF | 99.56% | 99.56% |
03.05.2024 | 5.01% | 0.20 CHF | 0.21 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 34'080 CHF | 35'830 CHF | 99.53% | 99.53% |
02.05.2024 | 4.60% | 0.21 CHF | 0.22 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 31'864 CHF | 33'364 CHF | 99.47% | 99.47% |