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 | 3.99% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 192'237 | 83'644 | 52'179 CHF | 23'624 CHF | 99.65% | 99.65% |
15.05.2024 | 3.86% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 185'312 | 83'260 | 51'934 CHF | 24'000 CHF | 98.90% | 98.90% |
14.05.2024 | 3.95% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 192'098 | 83'961 | 52'766 CHF | 24'191 CHF | 98.73% | 98.73% |
13.05.2024 | 4.17% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'031 | 83'632 | 52'022 CHF | 23'073 CHF | 99.68% | 99.68% |
10.05.2024 | 3.87% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 182'698 | 71'385 | 51'621 CHF | 20'765 CHF | 89.69% | 89.69% |
08.05.2024 | 3.62% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 176'576 | 83'636 | 52'719 CHF | 25'518 CHF | 99.68% | 99.68% |
07.05.2024 | 3.57% | 0.32 CHF | 0.33 CHF | 200'000 | 200'000 | 176'515 | 83'624 | 53'770 CHF | 26'644 CHF | 99.60% | 99.60% |
06.05.2024 | 3.56% | 0.30 CHF | 0.31 CHF | 200'000 | 200'000 | 176'519 | 83'632 | 53'733 CHF | 26'155 CHF | 99.68% | 99.68% |
03.05.2024 | 3.37% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 168'055 | 84'718 | 54'082 CHF | 27'666 CHF | 95.82% | 95.82% |
02.05.2024 | 3.36% | 0.32 CHF | 0.33 CHF | 200'000 | 200'000 | 168'690 | 83'626 | 54'569 CHF | 27'809 CHF | 99.65% | 99.65% |