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 | 3.37% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 179'785 | 179'781 | 52'479 CHF | 54'276 CHF | 99.83% | 99.83% |
15.05.2024 | 3.65% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 198'961 | 198'964 | 53'598 CHF | 55'589 CHF | 100.00% | 100.00% |
14.05.2024 | 3.45% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 186'317 | 186'317 | 52'981 CHF | 54'844 CHF | 99.80% | 99.80% |
13.05.2024 | 3.36% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 180'347 | 180'347 | 52'740 CHF | 54'544 CHF | 100.00% | 100.00% |
10.05.2024 | 3.35% | 0.33 CHF | 0.34 CHF | 150'000 | 150'000 | 180'080 | 180'077 | 52'847 CHF | 54'647 CHF | 100.00% | 100.00% |
08.05.2024 | 4.02% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 214'991 | 215'005 | 52'396 CHF | 54'549 CHF | 100.00% | 100.00% |
07.05.2024 | 4.80% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 258'154 | 258'143 | 52'527 CHF | 55'106 CHF | 99.83% | 99.83% |
06.05.2024 | 4.45% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 242'917 | 242'921 | 53'350 CHF | 55'780 CHF | 99.78% | 99.78% |
03.05.2024 | 4.42% | 0.22 CHF | 0.23 CHF | 225'000 | 225'000 | 239'188 | 239'188 | 52'872 CHF | 55'264 CHF | 100.00% | 100.00% |
02.05.2024 | 4.37% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 239'582 | 239'582 | 53'576 CHF | 55'972 CHF | 100.00% | 100.00% |