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 | 3.94% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 188'740 | 52'312 | 51'789 CHF | 14'914 CHF | 99.58% | 99.58% |
15.05.2024 | 3.83% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 183'840 | 51'811 | 51'928 CHF | 14'893 CHF | 98.84% | 98.84% |
14.05.2024 | 3.89% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 186'365 | 52'713 | 52'005 CHF | 15'477 CHF | 98.65% | 98.65% |
13.05.2024 | 4.13% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'000 | 52'280 | 52'492 CHF | 14'815 CHF | 99.61% | 99.61% |
10.05.2024 | 3.82% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 182'699 | 36'787 | 52'390 CHF | 10'651 CHF | 89.66% | 89.66% |
08.05.2024 | 3.58% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 176'524 | 52'293 | 53'247 CHF | 15'855 CHF | 99.61% | 99.61% |
07.05.2024 | 3.53% | 0.32 CHF | 0.33 CHF | 200'000 | 200'000 | 176'518 | 52'339 | 54'395 CHF | 17'014 CHF | 99.56% | 99.56% |
06.05.2024 | 3.53% | 0.30 CHF | 0.31 CHF | 200'000 | 200'000 | 176'513 | 52'283 | 54'156 CHF | 16'344 CHF | 99.62% | 99.62% |
03.05.2024 | 3.34% | 0.30 CHF | 0.31 CHF | 200'000 | 200'000 | 168'058 | 53'687 | 54'608 CHF | 17'289 CHF | 95.74% | 95.74% |
02.05.2024 | 3.32% | 0.32 CHF | 0.33 CHF | 200'000 | 200'000 | 168'689 | 52'307 | 55'095 CHF | 17'433 CHF | 99.60% | 99.60% |