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 | 3.39% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 181'217 | 181'218 | 52'556 CHF | 54'368 CHF | 99.91% | 99.91% |
15.05.2024 | 3.46% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 192'275 | 192'275 | 54'527 CHF | 56'450 CHF | 100.00% | 100.00% |
14.05.2024 | 3.53% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 198'960 | 198'960 | 55'408 CHF | 57'397 CHF | 99.76% | 99.76% |
13.05.2024 | 3.69% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 53'239 CHF | 55'239 CHF | 100.00% | 100.00% |
10.05.2024 | 3.74% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 52'490 CHF | 54'490 CHF | 100.00% | 100.00% |
08.05.2024 | 3.77% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 52'034 CHF | 54'034 CHF | 96.88% | 96.88% |
07.05.2024 | 3.74% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 52'467 CHF | 54'467 CHF | 99.83% | 99.83% |
06.05.2024 | 3.92% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 201'566 | 201'566 | 50'441 CHF | 52'457 CHF | 99.76% | 99.76% |
03.05.2024 | 3.94% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 201'821 | 201'822 | 50'263 CHF | 52'281 CHF | 100.00% | 100.00% |
02.05.2024 | 3.78% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 51'970 CHF | 53'970 CHF | 100.00% | 100.00% |