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 | 3.99% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 192'091 | 83'646 | 52'015 CHF | 23'581 CHF | 99.66% | 99.66% |
15.05.2024 | 4.12% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 198'500 | 83'261 | 52'188 CHF | 23'058 CHF | 98.91% | 98.91% |
14.05.2024 | 4.00% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 192'120 | 83'962 | 51'929 CHF | 23'375 CHF | 98.73% | 98.73% |
13.05.2024 | 3.80% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 184'346 | 83'634 | 52'410 CHF | 24'295 CHF | 99.69% | 99.69% |
10.05.2024 | 4.16% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 199'981 | 71'384 | 52'523 CHF | 19'753 CHF | 89.70% | 89.70% |
08.05.2024 | 4.37% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 207'401 | 83'636 | 51'356 CHF | 22'032 CHF | 99.68% | 99.68% |
07.05.2024 | 4.46% | 0.23 CHF | 0.24 CHF | 230'000 | 200'000 | 212'256 | 83'639 | 51'333 CHF | 20'847 CHF | 99.62% | 99.62% |
06.05.2024 | 4.49% | 0.25 CHF | 0.26 CHF | 210'000 | 200'000 | 213'487 | 83'634 | 51'334 CHF | 21'266 CHF | 99.69% | 99.69% |
03.05.2024 | 4.85% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 228'912 | 84'762 | 51'064 CHF | 20'473 CHF | 95.86% | 95.86% |
02.05.2024 | 4.76% | 0.23 CHF | 0.24 CHF | 220'000 | 200'000 | 227'328 | 83'627 | 51'414 CHF | 20'017 CHF | 99.66% | 99.66% |