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% | 0.23 CHF | 0.24 CHF | 250'000 | 250'000 | 249'696 | 249'696 | 52'694 CHF | 55'191 CHF | 99.86% | 99.86% |
15.05.2024 | 4.82% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 260'705 | 260'705 | 52'746 CHF | 55'353 CHF | 100.00% | 100.00% |
14.05.2024 | 4.08% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 215'988 | 215'988 | 51'820 CHF | 53'980 CHF | 99.78% | 99.78% |
13.05.2024 | 4.31% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 235'043 | 235'043 | 53'358 CHF | 55'708 CHF | 100.00% | 100.00% |
10.05.2024 | 3.53% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 191'597 | 191'597 | 53'326 CHF | 55'242 CHF | 100.00% | 100.00% |
08.05.2024 | 3.27% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 176'304 | 176'304 | 53'107 CHF | 54'870 CHF | 100.00% | 100.00% |
07.05.2024 | 3.73% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 196'677 | 196'677 | 51'789 CHF | 53'756 CHF | 99.84% | 99.84% |
06.05.2024 | 3.75% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'262 | 200'262 | 52'501 CHF | 54'503 CHF | 99.82% | 99.82% |
03.05.2024 | 3.48% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 188'982 | 188'982 | 53'406 CHF | 55'296 CHF | 100.00% | 100.00% |
02.05.2024 | 4.11% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 218'027 | 218'027 | 51'941 CHF | 54'121 CHF | 100.00% | 100.00% |