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 | 3.80% | 0.26 CHF | 0.27 CHF | 200'000 | 75'000 | 199'651 | 75'000 | 51'567 CHF | 20'123 CHF | 97.26% | 97.26% |
15.05.2024 | 3.69% | 0.27 CHF | 0.28 CHF | 190'000 | 75'000 | 188'650 | 74'237 | 51'109 CHF | 20'878 CHF | 98.16% | 98.16% |
14.05.2024 | 3.99% | 0.27 CHF | 0.28 CHF | 190'000 | 75'000 | 181'697 | 72'041 | 48'171 CHF | 19'860 CHF | 100.00% | 100.00% |
13.05.2024 | 3.38% | 0.28 CHF | 0.29 CHF | 180'000 | 75'000 | 177'149 | 75'000 | 51'491 CHF | 22'566 CHF | 98.16% | 98.16% |
10.05.2024 | 3.60% | 0.27 CHF | 0.28 CHF | 190'000 | 75'000 | 188'031 | 75'000 | 51'255 CHF | 21'217 CHF | 99.44% | 99.44% |
08.05.2024 | 4.01% | 0.24 CHF | 0.25 CHF | 210'000 | 75'000 | 205'216 | 75'000 | 50'204 CHF | 19'109 CHF | 99.38% | 99.38% |
07.05.2024 | 4.11% | 0.24 CHF | 0.25 CHF | 210'000 | 75'000 | 211'587 | 75'000 | 50'397 CHF | 18'631 CHF | 96.13% | 96.13% |
06.05.2024 | 4.02% | 0.24 CHF | 0.25 CHF | 210'000 | 75'000 | 205'997 | 75'000 | 50'238 CHF | 19'050 CHF | 100.00% | 100.00% |
03.05.2024 | 4.17% | 0.23 CHF | 0.24 CHF | 220'000 | 75'000 | 214'972 | 75'000 | 50'467 CHF | 18'377 CHF | 98.63% | 98.63% |
02.05.2024 | 4.26% | 0.23 CHF | 0.24 CHF | 220'000 | 75'000 | 219'946 | 75'000 | 50'540 CHF | 18'019 CHF | 84.72% | 84.72% |