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 | 4.68% | 0.23 CHF | 0.24 CHF | 220'000 | 200'000 | 220'058 | 52'240 | 50'593 CHF | 12'561 CHF | 99.35% | 99.35% |
15.05.2024 | 4.87% | 0.24 CHF | 0.25 CHF | 210'000 | 200'000 | 229'124 | 51'700 | 50'563 CHF | 12'320 CHF | 98.66% | 98.66% |
14.05.2024 | 4.71% | 0.22 CHF | 0.23 CHF | 230'000 | 200'000 | 221'873 | 52'628 | 50'598 CHF | 12'260 CHF | 98.42% | 98.42% |
13.05.2024 | 4.42% | 0.23 CHF | 0.24 CHF | 220'000 | 200'000 | 205'528 | 52'170 | 50'180 CHF | 12'734 CHF | 99.42% | 99.42% |
10.05.2024 | 4.90% | 0.24 CHF | 0.25 CHF | 210'000 | 200'000 | 228'259 | 36'804 | 50'592 CHF | 8'836 CHF | 89.57% | 89.57% |
08.05.2024 | 5.26% | 0.22 CHF | 0.23 CHF | 230'000 | 200'000 | 245'345 | 52'222 | 50'365 CHF | 11'780 CHF | 99.47% | 99.47% |
07.05.2024 | 5.40% | 0.19 CHF | 0.20 CHF | 270'000 | 200'000 | 253'963 | 52'277 | 50'289 CHF | 10'578 CHF | 99.33% | 99.33% |
06.05.2024 | 5.36% | 0.21 CHF | 0.22 CHF | 240'000 | 200'000 | 250'491 | 52'190 | 50'183 CHF | 11'250 CHF | 99.45% | 99.45% |
03.05.2024 | 5.96% | 0.21 CHF | 0.22 CHF | 240'000 | 200'000 | 279'872 | 53'659 | 50'556 CHF | 11'039 CHF | 95.48% | 95.48% |
02.05.2024 | 5.85% | 0.19 CHF | 0.20 CHF | 270'000 | 200'000 | 277'044 | 51'946 | 50'645 CHF | 10'306 CHF | 99.17% | 99.17% |