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 | 3.63% | 0.30 CHF | 0.31 CHF | 200'000 | 200'000 | 177'609 | 52'307 | 53'133 CHF | 16'262 CHF | 99.57% | 99.57% |
15.05.2024 | 3.52% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 175'218 | 51'805 | 53'949 CHF | 16'193 CHF | 98.83% | 98.83% |
14.05.2024 | 3.59% | 0.31 CHF | 0.32 CHF | 200'000 | 200'000 | 176'580 | 52'687 | 53'439 CHF | 16'795 CHF | 98.69% | 98.69% |
13.05.2024 | 3.75% | 0.31 CHF | 0.32 CHF | 200'000 | 200'000 | 184'341 | 52'275 | 53'425 CHF | 16'175 CHF | 99.60% | 99.60% |
10.05.2024 | 3.54% | 0.30 CHF | 0.31 CHF | 200'000 | 200'000 | 174'040 | 36'788 | 53'711 CHF | 11'553 CHF | 89.65% | 89.65% |
08.05.2024 | 3.32% | 0.31 CHF | 0.32 CHF | 200'000 | 200'000 | 168'104 | 52'285 | 54'771 CHF | 17'111 CHF | 99.60% | 99.60% |
07.05.2024 | 3.27% | 0.35 CHF | 0.36 CHF | 200'000 | 200'000 | 168'661 | 52'333 | 56'062 CHF | 18'301 CHF | 99.55% | 99.55% |
06.05.2024 | 3.25% | 0.33 CHF | 0.34 CHF | 200'000 | 200'000 | 163'320 | 52'278 | 54'522 CHF | 17'670 CHF | 99.61% | 99.61% |
03.05.2024 | 3.10% | 0.32 CHF | 0.33 CHF | 200'000 | 200'000 | 156'712 | 53'727 | 54'843 CHF | 18'655 CHF | 95.76% | 95.76% |
02.05.2024 | 3.09% | 0.35 CHF | 0.36 CHF | 200'000 | 200'000 | 157'482 | 52'302 | 55'423 CHF | 18'770 CHF | 99.59% | 99.59% |