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 | 4.42% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 245'559 | 245'560 | 54'322 CHF | 56'778 CHF | 99.83% | 99.83% |
15.05.2024 | 4.80% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 250'784 | 250'785 | 51'080 CHF | 53'588 CHF | 100.00% | 100.00% |
14.05.2024 | 4.63% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 52'738 CHF | 55'238 CHF | 99.79% | 99.79% |
13.05.2024 | 4.59% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 53'223 CHF | 55'723 CHF | 100.00% | 100.00% |
10.05.2024 | 4.67% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 251'312 | 251'405 | 52'535 CHF | 55'070 CHF | 100.00% | 100.00% |
08.05.2024 | 5.40% | 0.19 CHF | 0.20 CHF | 250'000 | 250'000 | 291'286 | 291'289 | 52'530 CHF | 55'443 CHF | 100.00% | 100.00% |
07.05.2024 | 6.37% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 344'917 | 344'917 | 52'436 CHF | 55'885 CHF | 99.82% | 99.82% |
06.05.2024 | 5.90% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 312'450 | 312'450 | 51'379 CHF | 54'503 CHF | 99.78% | 99.78% |
03.05.2024 | 6.01% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 321'072 | 321'071 | 51'815 CHF | 55'025 CHF | 100.00% | 100.00% |
02.05.2024 | 6.12% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 329'118 | 329'116 | 52'124 CHF | 55'415 CHF | 100.00% | 100.00% |