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 | 4.60% | 0.24 CHF | 0.25 CHF | 210'000 | 200'000 | 215'547 | 52'315 | 50'511 CHF | 12'819 CHF | 99.59% | 99.59% |
15.05.2024 | 4.46% | 0.23 CHF | 0.24 CHF | 220'000 | 200'000 | 208'365 | 51'818 | 50'411 CHF | 12'813 CHF | 98.84% | 98.84% |
14.05.2024 | 4.54% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 211'822 | 52'719 | 50'418 CHF | 13'345 CHF | 98.66% | 98.66% |
13.05.2024 | 4.86% | 0.24 CHF | 0.25 CHF | 210'000 | 200'000 | 227'563 | 52'285 | 50'552 CHF | 12'720 CHF | 99.62% | 99.62% |
10.05.2024 | 4.42% | 0.23 CHF | 0.24 CHF | 220'000 | 200'000 | 203'085 | 36'786 | 50'112 CHF | 9'177 CHF | 89.66% | 89.66% |
08.05.2024 | 4.12% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 196'008 | 52'300 | 51'323 CHF | 13'757 CHF | 99.63% | 99.63% |
07.05.2024 | 4.04% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 195'889 | 52'342 | 52'435 CHF | 14'917 CHF | 99.57% | 99.57% |
06.05.2024 | 4.05% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 193'207 | 52'287 | 51'572 CHF | 14'253 CHF | 99.63% | 99.63% |
03.05.2024 | 3.80% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 183'577 | 53'725 | 52'406 CHF | 15'153 CHF | 95.78% | 95.78% |
02.05.2024 | 3.78% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 184'345 | 52'311 | 52'846 CHF | 15'329 CHF | 99.60% | 99.60% |