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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 4.98% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 260'592 | 260'592 | 50'976 CHF | 53'582 CHF | 97.58% | 97.58% |
21.05.2024 | 5.28% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 289'071 | 289'071 | 53'236 CHF | 56'127 CHF | 99.18% | 99.18% |
17.05.2024 | 5.51% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'265 | 300'265 | 52'993 CHF | 55'995 CHF | 98.78% | 98.78% |
16.05.2024 | 5.42% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 53'897 CHF | 56'897 CHF | 99.04% | 99.04% |
15.05.2024 | 5.98% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 319'657 | 319'657 | 51'849 CHF | 55'045 CHF | 99.10% | 99.10% |
14.05.2024 | 6.34% | 0.16 CHF | 0.17 CHF | 350'000 | 350'000 | 342'899 | 342'898 | 52'411 CHF | 55'840 CHF | 98.90% | 98.90% |
13.05.2024 | 6.06% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 324'171 | 324'171 | 51'883 CHF | 55'125 CHF | 99.18% | 99.18% |
10.05.2024 | 6.26% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 337'944 | 337'945 | 52'273 CHF | 55'652 CHF | 96.48% | 96.48% |
08.05.2024 | 6.44% | 0.16 CHF | 0.17 CHF | 350'000 | 350'000 | 350'451 | 350'451 | 52'703 CHF | 56'208 CHF | 99.17% | 99.17% |
07.05.2024 | 6.06% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 325'300 | 325'300 | 52'040 CHF | 55'293 CHF | 98.89% | 98.89% |