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 | 4.01% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 207'523 | 207'523 | 50'710 CHF | 52'785 CHF | 99.26% | 99.26% |
15.05.2024 | 3.63% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 54'185 CHF | 56'185 CHF | 99.39% | 99.39% |
14.05.2024 | 3.57% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 199'352 | 199'352 | 54'842 CHF | 56'835 CHF | 99.16% | 99.16% |
13.05.2024 | 3.77% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 52'058 CHF | 54'058 CHF | 99.39% | 99.39% |
10.05.2024 | 3.53% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 197'380 | 197'380 | 54'981 CHF | 56'955 CHF | 99.39% | 99.39% |
08.05.2024 | 3.54% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 197'933 | 197'933 | 54'973 CHF | 56'952 CHF | 99.39% | 99.39% |
07.05.2024 | 3.78% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 51'985 CHF | 53'985 CHF | 99.22% | 99.22% |
06.05.2024 | 3.86% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 200'788 | 200'787 | 51'034 CHF | 53'042 CHF | 99.20% | 99.20% |
03.05.2024 | 3.87% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'011 | 200'011 | 50'698 CHF | 52'698 CHF | 99.39% | 99.39% |
02.05.2024 | 4.33% | 0.25 CHF | 0.26 CHF | 225'000 | 225'000 | 239'723 | 239'723 | 54'197 CHF | 56'595 CHF | 99.38% | 99.38% |