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 | 3.25% | 0.30 CHF | 0.31 CHF | 170'000 | 75'000 | 170'000 | 75'000 | 51'522 CHF | 23'480 CHF | 99.32% | 99.32% |
15.05.2024 | 3.41% | 0.30 CHF | 0.31 CHF | 170'000 | 75'000 | 178'998 | 74'243 | 51'629 CHF | 22'167 CHF | 98.94% | 98.94% |
14.05.2024 | 3.42% | 0.29 CHF | 0.30 CHF | 180'000 | 75'000 | 178'664 | 75'000 | 51'304 CHF | 22'294 CHF | 100.00% | 100.00% |
13.05.2024 | 3.69% | 0.27 CHF | 0.28 CHF | 190'000 | 75'000 | 191'438 | 75'000 | 50'978 CHF | 20'746 CHF | 100.00% | 100.00% |
10.05.2024 | 3.45% | 0.27 CHF | 0.28 CHF | 190'000 | 75'000 | 179'049 | 75'000 | 51'054 CHF | 22'143 CHF | 100.00% | 100.00% |
08.05.2024 | 2.99% | 0.32 CHF | 0.33 CHF | 160'000 | 75'000 | 160'000 | 75'000 | 52'663 CHF | 25'436 CHF | 100.00% | 100.00% |
07.05.2024 | 2.96% | 0.32 CHF | 0.33 CHF | 160'000 | 75'000 | 154'821 | 75'000 | 51'460 CHF | 25'697 CHF | 98.82% | 98.82% |
06.05.2024 | 3.08% | 0.32 CHF | 0.33 CHF | 160'000 | 75'000 | 161'407 | 75'000 | 51'552 CHF | 24'710 CHF | 100.00% | 100.00% |
03.05.2024 | 3.06% | 0.32 CHF | 0.33 CHF | 160'000 | 75'000 | 161'010 | 75'000 | 51'868 CHF | 24'916 CHF | 98.63% | 98.63% |
02.05.2024 | 3.20% | 0.31 CHF | 0.32 CHF | 170'000 | 75'000 | 170'000 | 75'000 | 52'298 CHF | 23'823 CHF | 99.13% | 99.13% |