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 | 4.40% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 204'592 | 52'271 | 50'184 CHF | 13'370 CHF | 99.46% | 99.46% |
15.05.2024 | 4.25% | 0.24 CHF | 0.25 CHF | 210'000 | 200'000 | 200'362 | 51'759 | 50'958 CHF | 13'375 CHF | 98.74% | 98.74% |
14.05.2024 | 4.35% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 201'317 | 45'918 | 50'296 CHF | 12'180 CHF | 94.31% | 94.31% |
13.05.2024 | 4.65% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 217'447 | 52'224 | 50'500 CHF | 13'250 CHF | 99.52% | 99.52% |
10.05.2024 | 4.25% | 0.24 CHF | 0.25 CHF | 210'000 | 200'000 | 200'556 | 36'795 | 51'523 CHF | 9'554 CHF | 89.61% | 89.61% |
08.05.2024 | 3.96% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 187'659 | 52'230 | 51'081 CHF | 14'298 CHF | 99.52% | 99.52% |
07.05.2024 | 3.89% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 187'591 | 52'305 | 52'234 CHF | 15'470 CHF | 99.44% | 99.44% |
06.05.2024 | 3.91% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 185'369 | 52'234 | 51'341 CHF | 14'782 CHF | 99.53% | 99.53% |
03.05.2024 | 3.67% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 176'489 | 53'649 | 52'170 CHF | 15'698 CHF | 95.59% | 95.59% |
02.05.2024 | 3.65% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 177'855 | 52'270 | 52'774 CHF | 15'859 CHF | 99.48% | 99.48% |