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 | 2.62% | 0.45 CHF | 0.46 CHF | 175'000 | 175'000 | 176'114 | 176'117 | 66'471 CHF | 68'233 CHF | 99.83% | 99.83% |
15.05.2024 | 3.86% | 0.25 CHF | 0.26 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 57'293 CHF | 59'543 CHF | 100.00% | 100.00% |
14.05.2024 | 4.38% | 0.25 CHF | 0.26 CHF | 225'000 | 225'000 | 245'916 | 245'914 | 54'947 CHF | 57'405 CHF | 99.72% | 99.72% |
13.05.2024 | 3.45% | 0.27 CHF | 0.28 CHF | 225'000 | 225'000 | 211'352 | 211'353 | 60'226 CHF | 62'340 CHF | 100.00% | 100.00% |
10.05.2024 | 3.23% | 0.31 CHF | 0.32 CHF | 200'000 | 200'000 | 202'471 | 202'472 | 61'743 CHF | 63'768 CHF | 100.00% | 100.00% |
08.05.2024 | 3.52% | 0.30 CHF | 0.31 CHF | 225'000 | 225'000 | 223'019 | 223'023 | 62'317 CHF | 64'549 CHF | 100.00% | 100.00% |
07.05.2024 | 4.15% | 0.26 CHF | 0.27 CHF | 250'000 | 250'000 | 253'030 | 253'030 | 59'715 CHF | 62'245 CHF | 99.54% | 99.54% |
06.05.2024 | 5.17% | 0.20 CHF | 0.21 CHF | 275'000 | 275'000 | 294'537 | 294'539 | 55'468 CHF | 58'414 CHF | 99.77% | 99.77% |
03.05.2024 | 5.99% | 0.15 CHF | 0.16 CHF | 375'000 | 375'000 | 340'252 | 340'252 | 55'161 CHF | 58'564 CHF | 100.00% | 100.00% |
02.05.2024 | 5.48% | 0.17 CHF | 0.18 CHF | 325'000 | 325'000 | 320'099 | 320'096 | 56'826 CHF | 60'026 CHF | 100.00% | 100.00% |