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 | 3.89% | 0.25 CHF | 0.26 CHF | 200'000 | 75'000 | 200'000 | 75'000 | 50'474 CHF | 19'678 CHF | 99.25% | 99.25% |
15.05.2024 | 4.03% | 0.25 CHF | 0.26 CHF | 200'000 | 75'000 | 206'187 | 74'253 | 50'383 CHF | 18'894 CHF | 98.90% | 98.90% |
14.05.2024 | 3.96% | 0.26 CHF | 0.27 CHF | 200'000 | 75'000 | 203'433 | 75'000 | 50'426 CHF | 19'351 CHF | 100.00% | 100.00% |
13.05.2024 | 4.34% | 0.23 CHF | 0.24 CHF | 220'000 | 75'000 | 224'691 | 75'000 | 50'600 CHF | 17'648 CHF | 100.00% | 100.00% |
10.05.2024 | 4.41% | 0.23 CHF | 0.24 CHF | 220'000 | 75'000 | 227'960 | 75'000 | 50'589 CHF | 17'403 CHF | 100.00% | 100.00% |
08.05.2024 | 4.88% | 0.20 CHF | 0.21 CHF | 250'000 | 75'000 | 252'043 | 75'000 | 50'360 CHF | 15'754 CHF | 100.00% | 100.00% |
07.05.2024 | 5.19% | 0.19 CHF | 0.20 CHF | 270'000 | 75'000 | 271'299 | 75'000 | 50'889 CHF | 14'832 CHF | 96.43% | 96.43% |
06.05.2024 | 5.21% | 0.19 CHF | 0.20 CHF | 270'000 | 75'000 | 272'909 | 75'000 | 51'038 CHF | 14'782 CHF | 100.00% | 100.00% |
03.05.2024 | 5.51% | 0.18 CHF | 0.19 CHF | 280'000 | 75'000 | 288'761 | 75'000 | 50'921 CHF | 14'008 CHF | 97.93% | 97.93% |
02.05.2024 | 6.14% | 0.15 CHF | 0.16 CHF | 340'000 | 75'000 | 324'087 | 75'000 | 51'154 CHF | 12'597 CHF | 99.40% | 99.40% |