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 | 5.31% | 0.21 CHF | 0.22 CHF | 240'000 | 200'000 | 248'012 | 52'278 | 50'089 CHF | 11'186 CHF | 99.48% | 99.48% |
15.05.2024 | 5.11% | 0.20 CHF | 0.21 CHF | 250'000 | 200'000 | 239'708 | 51'765 | 50'388 CHF | 11'179 CHF | 98.76% | 98.76% |
14.05.2024 | 5.25% | 0.22 CHF | 0.23 CHF | 230'000 | 200'000 | 245'015 | 52'646 | 50'189 CHF | 11'641 CHF | 98.63% | 98.63% |
13.05.2024 | 5.61% | 0.21 CHF | 0.22 CHF | 240'000 | 200'000 | 265'644 | 52'234 | 50'983 CHF | 11'106 CHF | 99.53% | 99.53% |
10.05.2024 | 5.03% | 0.20 CHF | 0.21 CHF | 250'000 | 200'000 | 233'733 | 36'794 | 50'513 CHF | 8'064 CHF | 89.62% | 89.62% |
08.05.2024 | 4.66% | 0.21 CHF | 0.22 CHF | 240'000 | 200'000 | 218'578 | 52'239 | 50'515 CHF | 12'119 CHF | 99.53% | 99.53% |
07.05.2024 | 4.60% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 215'555 | 52'307 | 50'490 CHF | 13'233 CHF | 99.46% | 99.46% |
06.05.2024 | 4.56% | 0.23 CHF | 0.24 CHF | 220'000 | 200'000 | 213'294 | 52'242 | 50'462 CHF | 12'618 CHF | 99.55% | 99.55% |
03.05.2024 | 4.25% | 0.23 CHF | 0.24 CHF | 220'000 | 200'000 | 202'278 | 53'699 | 51'491 CHF | 13'459 CHF | 95.65% | 95.65% |
02.05.2024 | 4.22% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 200'082 | 51'999 | 51'259 CHF | 13'632 CHF | 99.32% | 99.32% |