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 | 3.98% | 0.24 CHF | 0.25 CHF | 120'000 | 120'000 | 119'406 | 119'406 | 29'507 CHF | 30'702 CHF | 100.00% | 100.00% |
15.05.2024 | 3.70% | 0.27 CHF | 0.28 CHF | 120'000 | 120'000 | 119'237 | 119'237 | 31'752 CHF | 32'947 CHF | 100.00% | 100.00% |
14.05.2024 | 3.60% | 0.27 CHF | 0.28 CHF | 120'000 | 120'000 | 119'464 | 119'464 | 32'638 CHF | 33'833 CHF | 100.00% | 100.00% |
13.05.2024 | 3.91% | 0.26 CHF | 0.27 CHF | 120'000 | 120'000 | 119'667 | 119'667 | 30'050 CHF | 31'247 CHF | 100.00% | 100.00% |
10.05.2024 | 3.91% | 0.23 CHF | 0.24 CHF | 124'000 | 124'000 | 119'810 | 119'810 | 30'096 CHF | 31'294 CHF | 100.00% | 100.00% |
08.05.2024 | 3.65% | 0.27 CHF | 0.28 CHF | 120'000 | 120'000 | 119'478 | 119'478 | 32'168 CHF | 33'363 CHF | 99.25% | 99.25% |
07.05.2024 | 4.15% | 0.20 CHF | 0.21 CHF | 120'000 | 120'000 | 116'476 | 116'476 | 27'816 CHF | 28'981 CHF | 98.77% | 98.77% |
06.05.2024 | 4.38% | 0.23 CHF | 0.24 CHF | 120'000 | 120'000 | 119'501 | 119'501 | 26'732 CHF | 27'927 CHF | 99.09% | 99.09% |
03.05.2024 | 4.39% | 0.21 CHF | 0.22 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 26'646 CHF | 27'841 CHF | 99.98% | 99.98% |
02.05.2024 | 4.61% | 0.22 CHF | 0.23 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 25'324 CHF | 26'519 CHF | 100.00% | 100.00% |