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 | 4.23% | 0.22 CHF | 0.23 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 52'111 CHF | 54'361 CHF | 99.85% | 99.85% |
15.05.2024 | 4.32% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 238'282 | 238'282 | 53'934 CHF | 56'317 CHF | 100.00% | 100.00% |
14.05.2024 | 4.20% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 52'447 CHF | 54'697 CHF | 99.77% | 99.77% |
13.05.2024 | 4.20% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 52'471 CHF | 54'721 CHF | 100.00% | 100.00% |
10.05.2024 | 4.23% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 226'692 | 226'692 | 52'463 CHF | 54'730 CHF | 100.00% | 100.00% |
08.05.2024 | 4.60% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 53'168 CHF | 55'668 CHF | 100.00% | 100.00% |
07.05.2024 | 5.10% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 271'701 | 271'701 | 51'912 CHF | 54'629 CHF | 99.85% | 99.85% |
06.05.2024 | 4.98% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 260'675 | 260'675 | 51'058 CHF | 53'665 CHF | 99.83% | 99.83% |
03.05.2024 | 5.31% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 288'687 | 288'687 | 52'910 CHF | 55'797 CHF | 100.00% | 100.00% |
02.05.2024 | 5.42% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 299'073 | 299'073 | 53'737 CHF | 56'728 CHF | 100.00% | 100.00% |