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 | 3.46% | 0.28 CHF | 0.29 CHF | 175'000 | 175'000 | 188'064 | 188'065 | 53'377 CHF | 55'258 CHF | 99.87% | 99.87% |
15.05.2024 | 3.37% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'811 | 175'812 | 51'301 CHF | 53'059 CHF | 100.00% | 100.00% |
14.05.2024 | 3.63% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 54'133 CHF | 56'133 CHF | 99.78% | 99.78% |
13.05.2024 | 3.69% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 199'973 | 199'973 | 53'241 CHF | 55'241 CHF | 100.00% | 100.00% |
10.05.2024 | 3.00% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 169'271 | 169'271 | 55'482 CHF | 57'175 CHF | 100.00% | 100.00% |
08.05.2024 | 3.01% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 171'125 | 171'125 | 55'909 CHF | 57'620 CHF | 100.00% | 100.00% |
07.05.2024 | 3.54% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 197'429 | 197'429 | 54'862 CHF | 56'837 CHF | 99.85% | 99.85% |
06.05.2024 | 3.80% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'030 | 200'030 | 51'627 CHF | 53'627 CHF | 99.82% | 99.82% |
03.05.2024 | 3.98% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 208'333 | 208'333 | 51'287 CHF | 53'370 CHF | 100.00% | 100.00% |
02.05.2024 | 4.14% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 224'971 | 224'971 | 53'234 CHF | 55'484 CHF | 100.00% | 100.00% |