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 | 3.58% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 54'913 CHF | 56'913 CHF | 79.50% | 79.50% |
15.05.2024 | 3.45% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 187'033 | 187'033 | 53'246 CHF | 55'117 CHF | 82.20% | 82.20% |
14.05.2024 | 3.40% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 180'033 | 180'033 | 52'059 CHF | 53'859 CHF | 88.57% | 88.57% |
13.05.2024 | 3.79% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 201'429 | 201'429 | 52'215 CHF | 54'230 CHF | 87.71% | 87.71% |
10.05.2024 | 4.51% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 248'641 | 248'641 | 53'900 CHF | 56'386 CHF | 87.57% | 87.57% |
08.05.2024 | 4.77% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 254'507 | 254'507 | 52'135 CHF | 54'680 CHF | 91.39% | 91.39% |
07.05.2024 | 4.75% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 51'462 CHF | 53'962 CHF | 96.23% | 96.23% |
06.05.2024 | 4.40% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 240'630 | 240'630 | 53'450 CHF | 55'856 CHF | 73.13% | 73.13% |
03.05.2024 | 4.55% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 53'765 CHF | 56'265 CHF | 64.57% | 64.57% |
02.05.2024 | 4.77% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 256'549 | 256'549 | 52'537 CHF | 55'102 CHF | 74.76% | 74.76% |