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 | 4.61% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 52'948 CHF | 55'448 CHF | 99.75% | 99.75% |
15.05.2024 | 4.95% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 260'057 | 260'057 | 51'182 CHF | 53'782 CHF | 99.44% | 99.44% |
14.05.2024 | 5.61% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 300'952 | 300'951 | 52'159 CHF | 55'168 CHF | 100.00% | 100.00% |
13.05.2024 | 5.79% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 306'102 | 306'102 | 51'320 CHF | 54'381 CHF | 100.00% | 100.00% |
10.05.2024 | 5.99% | 0.17 CHF | 0.18 CHF | 325'000 | 325'000 | 322'571 | 322'571 | 52'264 CHF | 55'490 CHF | 100.00% | 100.00% |
08.05.2024 | 4.87% | 0.18 CHF | 0.19 CHF | 275'000 | 275'000 | 256'084 | 256'085 | 51'288 CHF | 53'849 CHF | 100.00% | 100.00% |
07.05.2024 | 5.40% | 0.20 CHF | 0.21 CHF | 275'000 | 275'000 | 294'169 | 294'169 | 53'056 CHF | 55'998 CHF | 99.74% | 99.74% |
06.05.2024 | 5.31% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 285'352 | 285'350 | 52'285 CHF | 55'138 CHF | 99.52% | 99.52% |
03.05.2024 | 5.29% | 0.18 CHF | 0.19 CHF | 275'000 | 275'000 | 289'289 | 289'292 | 53'229 CHF | 56'122 CHF | 99.58% | 99.58% |
02.05.2024 | 5.40% | 0.17 CHF | 0.18 CHF | 325'000 | 325'000 | 294'236 | 294'234 | 52'999 CHF | 55'941 CHF | 100.00% | 100.00% |