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 | 3.55% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 196'952 | 196'952 | 54'450 CHF | 56'420 CHF | 99.85% | 99.85% |
15.05.2024 | 3.50% | 0.31 CHF | 0.32 CHF | 200'000 | 200'000 | 198'203 | 198'203 | 55'662 CHF | 57'644 CHF | 100.00% | 100.00% |
14.05.2024 | 3.63% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 199'744 | 199'744 | 54'059 CHF | 56'056 CHF | 99.76% | 99.76% |
13.05.2024 | 3.75% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 52'413 CHF | 54'413 CHF | 100.00% | 100.00% |
10.05.2024 | 3.81% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 202'553 | 202'553 | 52'178 CHF | 54'204 CHF | 100.00% | 100.00% |
08.05.2024 | 4.84% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 253'801 | 253'802 | 51'200 CHF | 53'738 CHF | 100.00% | 100.00% |
07.05.2024 | 6.15% | 0.17 CHF | 0.18 CHF | 325'000 | 325'000 | 331'456 | 331'456 | 52'260 CHF | 55'574 CHF | 99.84% | 99.84% |
06.05.2024 | 6.56% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 355'452 | 355'452 | 52'358 CHF | 55'912 CHF | 99.83% | 99.83% |
03.05.2024 | 7.37% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 397'591 | 397'591 | 52'015 CHF | 55'991 CHF | 99.90% | 99.90% |
02.05.2024 | 7.67% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 410'946 | 410'946 | 51'516 CHF | 55'625 CHF | 100.00% | 100.00% |