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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 3.24% | 0.30 CHF | 0.31 CHF | 170'000 | 50'000 | 170'597 | 50'000 | 51'868 CHF | 15'704 CHF | 97.36% | 97.36% |
16.05.2024 | 3.44% | 0.29 CHF | 0.30 CHF | 180'000 | 50'000 | 180'002 | 50'000 | 51'394 CHF | 14'776 CHF | 81.98% | 81.98% |
15.05.2024 | 3.47% | 0.29 CHF | 0.30 CHF | 180'000 | 50'000 | 180'281 | 49'611 | 51'023 CHF | 14'535 CHF | 95.72% | 95.72% |
14.05.2024 | 3.77% | 0.27 CHF | 0.28 CHF | 190'000 | 50'000 | 197'466 | 50'000 | 51'419 CHF | 13'526 CHF | 98.41% | 98.41% |
13.05.2024 | 3.82% | 0.26 CHF | 0.27 CHF | 200'000 | 50'000 | 200'102 | 50'000 | 51'411 CHF | 13'347 CHF | 99.58% | 99.58% |
10.05.2024 | 3.96% | 0.25 CHF | 0.26 CHF | 200'000 | 50'000 | 202'153 | 50'000 | 50'086 CHF | 12'892 CHF | 81.66% | 81.66% |
08.05.2024 | 4.04% | 0.25 CHF | 0.26 CHF | 200'000 | 50'000 | 207'364 | 50'000 | 50'272 CHF | 12'632 CHF | 99.34% | 99.34% |
07.05.2024 | 4.66% | 0.22 CHF | 0.23 CHF | 230'000 | 50'000 | 240'029 | 50'000 | 50'323 CHF | 10'999 CHF | 94.26% | 94.26% |
06.05.2024 | 4.88% | 0.20 CHF | 0.21 CHF | 250'000 | 50'000 | 250'161 | 50'000 | 50'022 CHF | 10'499 CHF | 100.00% | 100.00% |
03.05.2024 | 5.07% | 0.20 CHF | 0.21 CHF | 250'000 | 50'000 | 265'244 | 50'000 | 50'991 CHF | 10'119 CHF | 98.63% | 98.63% |