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 | 4.32% | 0.23 CHF | 0.24 CHF | 220'000 | 75'000 | 223'154 | 75'000 | 50'593 CHF | 17'763 CHF | 94.69% | 94.69% |
15.05.2024 | 4.55% | 0.22 CHF | 0.23 CHF | 230'000 | 75'000 | 231'666 | 74'187 | 50'561 CHF | 16'941 CHF | 92.16% | 92.16% |
14.05.2024 | 4.49% | 0.21 CHF | 0.22 CHF | 240'000 | 75'000 | 232'153 | 75'000 | 50'557 CHF | 17'089 CHF | 91.76% | 91.76% |
13.05.2024 | 4.42% | 0.21 CHF | 0.22 CHF | 240'000 | 75'000 | 228'506 | 75'000 | 50'568 CHF | 17'362 CHF | 97.70% | 97.70% |
10.05.2024 | 4.41% | 0.22 CHF | 0.23 CHF | 230'000 | 75'000 | 227'915 | 75'000 | 50'600 CHF | 17'406 CHF | 99.79% | 99.79% |
08.05.2024 | 4.57% | 0.22 CHF | 0.23 CHF | 230'000 | 75'000 | 236'000 | 75'000 | 50'479 CHF | 16'800 CHF | 91.75% | 91.75% |
07.05.2024 | 4.49% | 0.23 CHF | 0.24 CHF | 220'000 | 75'000 | 231'946 | 75'000 | 50'514 CHF | 17'104 CHF | 97.31% | 97.31% |
06.05.2024 | 4.93% | 0.20 CHF | 0.21 CHF | 250'000 | 75'000 | 254'459 | 75'000 | 50'323 CHF | 15'595 CHF | 98.15% | 98.15% |
03.05.2024 | 4.83% | 0.20 CHF | 0.21 CHF | 250'000 | 75'000 | 248'059 | 75'000 | 50'148 CHF | 15'921 CHF | 78.31% | 78.31% |
02.05.2024 | 5.20% | 0.19 CHF | 0.20 CHF | 270'000 | 75'000 | 272'599 | 75'000 | 51'066 CHF | 14'805 CHF | 94.94% | 94.94% |