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 | 4.84% | 0.22 CHF | 0.23 CHF | 320'000 | 320'000 | 140'882 | 140'882 | 29'779 CHF | 31'201 CHF | 99.57% | 99.57% |
15.05.2024 | 4.53% | 0.21 CHF | 0.22 CHF | 310'000 | 310'000 | 138'778 | 138'778 | 30'448 CHF | 31'843 CHF | 99.39% | 99.39% |
14.05.2024 | 4.48% | 0.23 CHF | 0.24 CHF | 300'000 | 300'000 | 134'594 | 134'594 | 30'523 CHF | 31'876 CHF | 98.84% | 98.84% |
13.05.2024 | 4.94% | 0.21 CHF | 0.22 CHF | 330'000 | 330'000 | 149'240 | 149'240 | 30'742 CHF | 32'241 CHF | 99.88% | 99.88% |
10.05.2024 | 4.37% | 0.21 CHF | 0.22 CHF | 300'000 | 300'000 | 135'123 | 135'123 | 30'442 CHF | 31'799 CHF | 99.59% | 99.59% |
08.05.2024 | 4.27% | 0.23 CHF | 0.24 CHF | 290'000 | 290'000 | 132'055 | 132'055 | 30'906 CHF | 32'232 CHF | 98.93% | 98.93% |
07.05.2024 | 4.22% | 0.24 CHF | 0.25 CHF | 300'000 | 300'000 | 135'038 | 135'038 | 32'390 CHF | 33'747 CHF | 98.70% | 98.70% |
06.05.2024 | 4.48% | 0.22 CHF | 0.23 CHF | 310'000 | 310'000 | 139'746 | 139'746 | 31'482 CHF | 32'885 CHF | 99.68% | 99.68% |
03.05.2024 | 4.46% | 0.22 CHF | 0.23 CHF | 310'000 | 310'000 | 138'258 | 138'258 | 31'186 CHF | 32'574 CHF | 99.52% | 99.52% |
02.05.2024 | 4.83% | 0.21 CHF | 0.22 CHF | 330'000 | 330'000 | 148'985 | 148'985 | 31'389 CHF | 32'886 CHF | 99.78% | 99.78% |