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 | 3.24% | 0.34 CHF | 0.35 CHF | 200'000 | 200'000 | 162'250 | 83'644 | 54'358 CHF | 28'947 CHF | 99.65% | 99.65% |
15.05.2024 | 3.16% | 0.33 CHF | 0.34 CHF | 200'000 | 200'000 | 160'686 | 83'260 | 55'227 CHF | 29'307 CHF | 98.90% | 98.90% |
14.05.2024 | 3.21% | 0.35 CHF | 0.36 CHF | 200'000 | 200'000 | 162'093 | 83'961 | 54'934 CHF | 29'551 CHF | 98.73% | 98.73% |
13.05.2024 | 3.36% | 0.34 CHF | 0.35 CHF | 200'000 | 200'000 | 168'692 | 83'632 | 54'746 CHF | 28'405 CHF | 99.68% | 99.68% |
10.05.2024 | 3.17% | 0.33 CHF | 0.34 CHF | 200'000 | 200'000 | 156'744 | 71'385 | 54'243 CHF | 25'319 CHF | 89.69% | 89.69% |
08.05.2024 | 2.99% | 0.35 CHF | 0.36 CHF | 200'000 | 200'000 | 153'091 | 83'636 | 55'394 CHF | 30'858 CHF | 99.68% | 99.68% |
07.05.2024 | 2.96% | 0.38 CHF | 0.39 CHF | 200'000 | 200'000 | 153'037 | 83'627 | 56'444 CHF | 31'975 CHF | 99.60% | 99.60% |
06.05.2024 | 2.95% | 0.36 CHF | 0.37 CHF | 200'000 | 200'000 | 153'037 | 83'631 | 56'258 CHF | 31'468 CHF | 99.68% | 99.68% |
03.05.2024 | 2.83% | 0.36 CHF | 0.37 CHF | 200'000 | 200'000 | 145'727 | 84'756 | 56'035 CHF | 33'066 CHF | 95.84% | 95.84% |
02.05.2024 | 2.81% | 0.38 CHF | 0.39 CHF | 200'000 | 200'000 | 146'347 | 83'626 | 56'669 CHF | 33'165 CHF | 99.65% | 99.65% |