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 | 3.84% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 51'063 CHF | 53'063 CHF | 99.54% | 99.54% |
15.05.2024 | 3.62% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 54'257 CHF | 56'257 CHF | 99.50% | 99.50% |
14.05.2024 | 3.54% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 55'458 CHF | 57'458 CHF | 99.53% | 99.53% |
13.05.2024 | 3.83% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 51'246 CHF | 53'246 CHF | 99.52% | 99.52% |
10.05.2024 | 3.80% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 51'683 CHF | 53'683 CHF | 98.25% | 98.25% |
08.05.2024 | 3.61% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 54'426 CHF | 56'426 CHF | 99.55% | 99.55% |
07.05.2024 | 3.88% | 0.22 CHF | 0.23 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 50'906 CHF | 52'906 CHF | 99.56% | 99.56% |
06.05.2024 | 4.03% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 48'622 CHF | 50'622 CHF | 99.55% | 99.55% |
03.05.2024 | 4.05% | 0.23 CHF | 0.24 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 48'354 CHF | 50'354 CHF | 99.38% | 99.38% |
02.05.2024 | 4.17% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 46'947 CHF | 48'947 CHF | 99.32% | 99.32% |