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 | 4.48% | 0.24 CHF | 0.25 CHF | 210'000 | 200'000 | 211'565 | 83'641 | 51'015 CHF | 21'093 CHF | 99.64% | 99.64% |
15.05.2024 | 4.32% | 0.24 CHF | 0.25 CHF | 220'000 | 200'000 | 203'336 | 83'258 | 50'844 CHF | 21'480 CHF | 98.89% | 98.89% |
14.05.2024 | 4.43% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 209'261 | 83'960 | 51'097 CHF | 21'647 CHF | 98.72% | 98.72% |
13.05.2024 | 4.71% | 0.25 CHF | 0.26 CHF | 210'000 | 200'000 | 222'856 | 83'628 | 51'143 CHF | 20'535 CHF | 99.67% | 99.67% |
10.05.2024 | 4.32% | 0.24 CHF | 0.25 CHF | 220'000 | 200'000 | 202'672 | 71'385 | 51'128 CHF | 18'600 CHF | 89.69% | 89.69% |
08.05.2024 | 4.02% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 192'035 | 83'635 | 51'563 CHF | 22'979 CHF | 99.67% | 99.67% |
07.05.2024 | 3.95% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 192'136 | 83'596 | 52'663 CHF | 24'104 CHF | 99.57% | 99.57% |
06.05.2024 | 3.94% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 188'938 | 83'629 | 51'814 CHF | 23'624 CHF | 99.68% | 99.68% |
03.05.2024 | 3.72% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 178'221 | 84'739 | 52'026 CHF | 25'111 CHF | 95.83% | 95.83% |
02.05.2024 | 3.70% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 179'113 | 83'635 | 52'506 CHF | 25'270 CHF | 99.66% | 99.66% |