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 | 5.78% | 0.19 CHF | 0.20 CHF | 270'000 | 200'000 | 274'450 | 52'278 | 50'901 CHF | 10'232 CHF | 99.48% | 99.48% |
15.05.2024 | 5.53% | 0.18 CHF | 0.19 CHF | 280'000 | 200'000 | 261'114 | 51'766 | 50'638 CHF | 10'270 CHF | 98.76% | 98.76% |
14.05.2024 | 5.67% | 0.20 CHF | 0.21 CHF | 250'000 | 200'000 | 265'365 | 52'647 | 50'356 CHF | 10'751 CHF | 98.64% | 98.64% |
13.05.2024 | 6.23% | 0.19 CHF | 0.20 CHF | 270'000 | 200'000 | 296'362 | 52'235 | 51'021 CHF | 10'116 CHF | 99.53% | 99.53% |
10.05.2024 | 5.51% | 0.18 CHF | 0.19 CHF | 280'000 | 200'000 | 255'553 | 36'794 | 50'274 CHF | 7'345 CHF | 89.62% | 89.62% |
08.05.2024 | 5.06% | 0.20 CHF | 0.21 CHF | 250'000 | 200'000 | 237'905 | 52'241 | 50'428 CHF | 11'154 CHF | 99.54% | 99.54% |
07.05.2024 | 4.94% | 0.23 CHF | 0.24 CHF | 220'000 | 200'000 | 231'678 | 52'308 | 50'534 CHF | 12'331 CHF | 99.47% | 99.47% |
06.05.2024 | 4.96% | 0.21 CHF | 0.22 CHF | 240'000 | 200'000 | 232'849 | 52'243 | 50'543 CHF | 11'653 CHF | 99.55% | 99.55% |
03.05.2024 | 4.58% | 0.21 CHF | 0.22 CHF | 240'000 | 200'000 | 213'791 | 52'824 | 50'431 CHF | 12'303 CHF | 95.08% | 95.08% |
02.05.2024 | 4.56% | 0.23 CHF | 0.24 CHF | 220'000 | 200'000 | 213'123 | 52'272 | 50'461 CHF | 12'716 CHF | 99.50% | 99.50% |