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 | 3.37% | 0.33 CHF | 0.34 CHF | 200'000 | 200'000 | 168'751 | 52'304 | 54'387 CHF | 17'484 CHF | 99.56% | 99.56% |
15.05.2024 | 3.28% | 0.32 CHF | 0.33 CHF | 200'000 | 200'000 | 166'642 | 51'801 | 55'078 CHF | 17'430 CHF | 98.82% | 98.82% |
14.05.2024 | 3.33% | 0.34 CHF | 0.35 CHF | 200'000 | 200'000 | 168'766 | 52'682 | 55'081 CHF | 18'019 CHF | 98.67% | 98.67% |
13.05.2024 | 3.48% | 0.33 CHF | 0.34 CHF | 200'000 | 200'000 | 176'511 | 52'271 | 55'211 CHF | 17'396 CHF | 99.60% | 99.60% |
10.05.2024 | 3.26% | 0.32 CHF | 0.33 CHF | 200'000 | 200'000 | 158'064 | 36'788 | 53'140 CHF | 12'483 CHF | 89.65% | 89.65% |
08.05.2024 | 3.09% | 0.34 CHF | 0.35 CHF | 200'000 | 200'000 | 156'856 | 52'279 | 55'000 CHF | 18'429 CHF | 99.60% | 99.60% |
07.05.2024 | 3.06% | 0.37 CHF | 0.38 CHF | 200'000 | 200'000 | 159'002 | 52'301 | 56'581 CHF | 19'537 CHF | 99.52% | 99.52% |
06.05.2024 | 3.05% | 0.35 CHF | 0.36 CHF | 200'000 | 200'000 | 154'107 | 52'274 | 54'876 CHF | 18'900 CHF | 99.60% | 99.60% |
03.05.2024 | 2.91% | 0.35 CHF | 0.36 CHF | 200'000 | 200'000 | 152'556 | 53'725 | 56'978 CHF | 19'917 CHF | 95.75% | 95.75% |
02.05.2024 | 2.89% | 0.37 CHF | 0.38 CHF | 200'000 | 200'000 | 153'031 | 52'299 | 57'575 CHF | 20'022 CHF | 99.58% | 99.58% |