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 | 4.21% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 226'288 | 226'288 | 52'657 CHF | 54'919 CHF | 99.90% | 99.90% |
15.05.2024 | 4.24% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 51'979 CHF | 54'229 CHF | 100.00% | 100.00% |
14.05.2024 | 4.39% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 242'556 | 242'556 | 53'988 CHF | 56'413 CHF | 99.76% | 99.76% |
13.05.2024 | 4.26% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 51'752 CHF | 54'002 CHF | 100.00% | 100.00% |
10.05.2024 | 4.26% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 51'741 CHF | 53'991 CHF | 100.00% | 100.00% |
08.05.2024 | 4.26% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 226'076 | 226'076 | 51'924 CHF | 54'184 CHF | 96.89% | 96.89% |
07.05.2024 | 4.15% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 53'056 CHF | 55'306 CHF | 99.83% | 99.83% |
06.05.2024 | 4.04% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 219'085 | 219'086 | 53'054 CHF | 55'245 CHF | 99.76% | 99.76% |
03.05.2024 | 3.98% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 210'309 | 210'308 | 51'826 CHF | 53'929 CHF | 100.00% | 100.00% |
02.05.2024 | 4.27% | 0.22 CHF | 0.23 CHF | 225'000 | 225'000 | 226'533 | 226'533 | 51'918 CHF | 54'184 CHF | 100.00% | 100.00% |