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 | 4.16% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 52'242 | 51'951 CHF | 14'239 CHF | 99.35% | 99.35% |
15.05.2024 | 4.01% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 190'981 | 51'702 | 51'458 CHF | 14'191 CHF | 98.66% | 98.66% |
14.05.2024 | 4.11% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 199'042 | 52'630 | 52'403 CHF | 14'711 CHF | 98.42% | 98.42% |
13.05.2024 | 4.30% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 201'548 | 52'171 | 50'679 CHF | 14'176 CHF | 99.43% | 99.43% |
10.05.2024 | 3.99% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 186'669 | 36'804 | 51'096 CHF | 10'227 CHF | 89.57% | 89.57% |
08.05.2024 | 3.73% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 181'363 | 52'224 | 52'544 CHF | 15'171 CHF | 99.47% | 99.47% |
07.05.2024 | 3.70% | 0.31 CHF | 0.32 CHF | 200'000 | 200'000 | 184'308 | 52'280 | 54'015 CHF | 16'265 CHF | 99.34% | 99.34% |
06.05.2024 | 3.66% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 177'915 | 52'191 | 52'576 CHF | 15'632 CHF | 99.46% | 99.46% |
03.05.2024 | 3.48% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 169'733 | 49'403 | 53'162 CHF | 15'291 CHF | 92.78% | 92.78% |
02.05.2024 | 3.44% | 0.31 CHF | 0.32 CHF | 200'000 | 200'000 | 171'199 | 52'171 | 53'890 CHF | 16'747 CHF | 99.33% | 99.33% |