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 | 3.42% | 0.44 CHF | 0.46 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 87'535 CHF | 90'578 CHF | 99.30% | 99.30% |
15.05.2024 | 4.18% | 0.42 CHF | 0.44 CHF | 200'000 | 200'000 | 197'955 | 197'955 | 82'185 CHF | 85'701 CHF | 98.89% | 98.89% |
14.05.2024 | 3.72% | 0.43 CHF | 0.45 CHF | 200'000 | 200'000 | 197'537 | 197'537 | 85'372 CHF | 88'550 CHF | 99.86% | 99.86% |
13.05.2024 | 3.92% | 0.41 CHF | 0.43 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 82'621 CHF | 85'923 CHF | 100.00% | 100.00% |
10.05.2024 | 3.44% | 0.42 CHF | 0.43 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 84'997 CHF | 87'970 CHF | 100.00% | 100.00% |
08.05.2024 | 4.29% | 0.41 CHF | 0.43 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 102'860 CHF | 107'368 CHF | 100.00% | 100.00% |
07.05.2024 | 3.93% | 0.41 CHF | 0.42 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 100'600 CHF | 104'635 CHF | 97.91% | 97.91% |
06.05.2024 | 3.75% | 0.40 CHF | 0.42 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 82'379 CHF | 85'529 CHF | 100.00% | 100.00% |
03.05.2024 | 3.54% | 0.42 CHF | 0.43 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 108'745 CHF | 112'658 CHF | 98.11% | 98.11% |
02.05.2024 | 3.66% | 0.39 CHF | 0.40 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 97'130 CHF | 100'747 CHF | 99.13% | 99.13% |