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 | 4.63% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 238'941 | 100'000 | 50'420 CHF | 22'106 CHF | 94.94% | 94.94% |
15.05.2024 | 4.98% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 257'505 | 99'258 | 50'485 CHF | 20'469 CHF | 98.38% | 98.38% |
14.05.2024 | 4.80% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 241'448 | 98'792 | 49'462 CHF | 21'266 CHF | 99.71% | 99.71% |
13.05.2024 | 5.11% | 0.19 CHF | 0.20 CHF | 270'000 | 100'000 | 266'423 | 100'000 | 50'840 CHF | 20'106 CHF | 85.38% | 85.38% |
10.05.2024 | 4.73% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 243'382 | 100'000 | 50'264 CHF | 21'662 CHF | 99.37% | 99.37% |
08.05.2024 | 4.89% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 251'054 | 100'000 | 50'069 CHF | 20'947 CHF | 99.85% | 99.85% |
07.05.2024 | 5.09% | 0.19 CHF | 0.20 CHF | 270'000 | 100'000 | 266'683 | 100'000 | 51'083 CHF | 20'166 CHF | 96.17% | 96.17% |
06.05.2024 | 4.82% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 247'809 | 100'000 | 50'168 CHF | 21'258 CHF | 100.00% | 100.00% |
03.05.2024 | 4.40% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 227'361 | 100'000 | 50'550 CHF | 23'264 CHF | 83.32% | 83.32% |
02.05.2024 | 5.30% | 0.18 CHF | 0.19 CHF | 280'000 | 100'000 | 275'622 | 100'000 | 50'627 CHF | 19'384 CHF | 99.11% | 99.11% |