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 | 4.63% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'793 | 250'794 | 53'010 CHF | 55'518 CHF | 99.75% | 99.75% |
15.05.2024 | 4.40% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 240'516 | 240'515 | 53'408 CHF | 55'813 CHF | 100.00% | 100.00% |
14.05.2024 | 3.90% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 205'363 | 205'361 | 51'611 CHF | 53'664 CHF | 100.00% | 100.00% |
13.05.2024 | 3.98% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 215'600 | 215'600 | 53'191 CHF | 55'347 CHF | 100.00% | 100.00% |
10.05.2024 | 3.54% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 197'321 | 197'324 | 54'714 CHF | 56'688 CHF | 53.87% | 53.87% |
08.05.2024 | 2.77% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 151'937 | 151'937 | 54'240 CHF | 55'759 CHF | 100.00% | 100.00% |
07.05.2024 | 3.13% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 174'950 | 174'950 | 55'078 CHF | 56'827 CHF | 99.76% | 99.76% |
06.05.2024 | 2.66% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 149'769 | 149'770 | 55'630 CHF | 57'128 CHF | 99.52% | 99.52% |
03.05.2024 | 2.54% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 140'317 | 140'317 | 54'574 CHF | 55'977 CHF | 99.70% | 99.70% |
02.05.2024 | 2.10% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 122'083 | 122'085 | 57'440 CHF | 58'662 CHF | 100.00% | 100.00% |