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 | 3.28% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 177'604 | 177'604 | 53'257 CHF | 55'033 CHF | 99.91% | 99.91% |
15.05.2024 | 3.36% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 176'573 | 176'574 | 51'613 CHF | 53'379 CHF | 100.00% | 100.00% |
14.05.2024 | 3.45% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 187'072 | 187'072 | 53'221 CHF | 55'091 CHF | 99.77% | 99.77% |
13.05.2024 | 3.67% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 53'578 CHF | 55'578 CHF | 100.00% | 100.00% |
10.05.2024 | 3.74% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 52'523 CHF | 54'523 CHF | 100.00% | 100.00% |
08.05.2024 | 3.78% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 51'925 CHF | 53'925 CHF | 96.88% | 96.88% |
07.05.2024 | 3.77% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 52'078 CHF | 54'078 CHF | 99.83% | 99.83% |
06.05.2024 | 3.97% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 208'668 | 208'668 | 51'424 CHF | 53'510 CHF | 99.77% | 99.77% |
03.05.2024 | 4.03% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 216'283 | 216'283 | 52'554 CHF | 54'717 CHF | 99.99% | 99.99% |
02.05.2024 | 3.81% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 199'884 | 199'884 | 51'454 CHF | 53'453 CHF | 100.00% | 100.00% |