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 | 4.17% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'006 | 83'641 | 51'836 CHF | 22'599 CHF | 99.64% | 99.64% |
15.05.2024 | 4.04% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 191'795 | 83'258 | 51'413 CHF | 22'981 CHF | 98.89% | 98.89% |
14.05.2024 | 4.13% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 199'794 | 83'960 | 52'414 CHF | 23'162 CHF | 98.72% | 98.72% |
13.05.2024 | 4.37% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 208'625 | 83'629 | 51'654 CHF | 22'043 CHF | 99.67% | 99.67% |
10.05.2024 | 4.04% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 191'349 | 71'385 | 51'733 CHF | 19'889 CHF | 89.69% | 89.69% |
08.05.2024 | 3.77% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 183'852 | 83'635 | 52'657 CHF | 24'490 CHF | 99.67% | 99.67% |
07.05.2024 | 3.71% | 0.31 CHF | 0.32 CHF | 200'000 | 200'000 | 184'306 | 83'596 | 53'863 CHF | 25'612 CHF | 99.57% | 99.57% |
06.05.2024 | 3.71% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 178'951 | 83'630 | 52'272 CHF | 25'128 CHF | 99.68% | 99.68% |
03.05.2024 | 3.50% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 170'552 | 84'739 | 52'814 CHF | 26'635 CHF | 95.83% | 95.83% |
02.05.2024 | 3.49% | 0.31 CHF | 0.32 CHF | 200'000 | 200'000 | 171'194 | 83'626 | 53'272 CHF | 26'783 CHF | 99.65% | 99.65% |