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 | 5.36% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 296'624 | 296'624 | 53'844 CHF | 56'810 CHF | 99.85% | 99.85% |
15.05.2024 | 5.38% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 294'807 | 294'807 | 53'334 CHF | 56'282 CHF | 100.00% | 100.00% |
14.05.2024 | 5.43% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 299'588 | 299'588 | 53'682 CHF | 56'678 CHF | 99.77% | 99.77% |
13.05.2024 | 5.13% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 275'195 | 275'195 | 52'243 CHF | 54'995 CHF | 100.00% | 100.00% |
10.05.2024 | 4.66% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 52'444 CHF | 54'944 CHF | 100.00% | 100.00% |
08.05.2024 | 4.50% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 249'477 | 249'477 | 54'158 CHF | 56'652 CHF | 100.00% | 100.00% |
07.05.2024 | 4.46% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 54'864 CHF | 57'364 CHF | 99.85% | 99.85% |
06.05.2024 | 4.55% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 53'683 CHF | 56'183 CHF | 99.81% | 99.81% |
03.05.2024 | 4.43% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 248'897 | 248'897 | 54'902 CHF | 57'391 CHF | 100.00% | 100.00% |
02.05.2024 | 4.23% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 227'734 | 227'734 | 52'636 CHF | 54'914 CHF | 100.00% | 100.00% |