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 | 3.50% | 0.31 CHF | 0.32 CHF | 200'000 | 200'000 | 176'018 | 83'640 | 54'600 CHF | 26'866 CHF | 99.64% | 99.64% |
15.05.2024 | 3.40% | 0.31 CHF | 0.32 CHF | 200'000 | 200'000 | 168'569 | 83'258 | 53'757 CHF | 27'232 CHF | 98.89% | 98.89% |
14.05.2024 | 3.47% | 0.32 CHF | 0.33 CHF | 200'000 | 200'000 | 174'300 | 83'960 | 54'693 CHF | 27'457 CHF | 98.72% | 98.72% |
13.05.2024 | 3.63% | 0.32 CHF | 0.33 CHF | 200'000 | 200'000 | 178'683 | 83'626 | 53'486 CHF | 26'320 CHF | 99.67% | 99.67% |
10.05.2024 | 3.41% | 0.31 CHF | 0.32 CHF | 200'000 | 200'000 | 165'395 | 71'386 | 53'132 CHF | 23'540 CHF | 89.69% | 89.69% |
08.05.2024 | 3.21% | 0.32 CHF | 0.33 CHF | 200'000 | 200'000 | 160'922 | 83'634 | 54'247 CHF | 28'771 CHF | 99.67% | 99.67% |
07.05.2024 | 3.17% | 0.36 CHF | 0.37 CHF | 200'000 | 200'000 | 160'853 | 83'594 | 55'294 CHF | 29'881 CHF | 99.57% | 99.57% |
06.05.2024 | 3.16% | 0.34 CHF | 0.35 CHF | 200'000 | 200'000 | 160'864 | 83'628 | 55'160 CHF | 29'390 CHF | 99.68% | 99.68% |
03.05.2024 | 3.02% | 0.33 CHF | 0.34 CHF | 200'000 | 200'000 | 153'468 | 84'748 | 55'253 CHF | 30'958 CHF | 95.83% | 95.83% |
02.05.2024 | 3.00% | 0.36 CHF | 0.37 CHF | 200'000 | 200'000 | 153'974 | 83'635 | 55'786 CHF | 31'077 CHF | 99.66% | 99.66% |