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 | 4.03% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 206'989 | 100'000 | 50'360 CHF | 25'341 CHF | 94.94% | 94.94% |
15.05.2024 | 4.37% | 0.23 CHF | 0.24 CHF | 220'000 | 100'000 | 225'084 | 99'238 | 50'582 CHF | 23'308 CHF | 98.42% | 98.42% |
14.05.2024 | 4.16% | 0.24 CHF | 0.25 CHF | 210'000 | 100'000 | 206'232 | 98'700 | 49'389 CHF | 24'694 CHF | 92.66% | 92.66% |
13.05.2024 | 4.44% | 0.22 CHF | 0.23 CHF | 230'000 | 100'000 | 229'300 | 100'000 | 50'537 CHF | 23'070 CHF | 85.38% | 85.38% |
10.05.2024 | 4.27% | 0.22 CHF | 0.23 CHF | 230'000 | 100'000 | 220'543 | 100'000 | 50'580 CHF | 23'946 CHF | 99.37% | 99.37% |
08.05.2024 | 4.44% | 0.22 CHF | 0.23 CHF | 230'000 | 100'000 | 229'963 | 100'000 | 50'595 CHF | 23'004 CHF | 99.85% | 99.85% |
07.05.2024 | 4.57% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 236'042 | 100'000 | 50'474 CHF | 22'396 CHF | 98.65% | 98.65% |
06.05.2024 | 4.35% | 0.22 CHF | 0.23 CHF | 230'000 | 100'000 | 224'968 | 100'000 | 50'588 CHF | 23'503 CHF | 100.00% | 100.00% |
03.05.2024 | 3.88% | 0.23 CHF | 0.24 CHF | 220'000 | 100'000 | 201'534 | 100'000 | 50'993 CHF | 26'334 CHF | 83.32% | 83.32% |
02.05.2024 | 4.72% | 0.20 CHF | 0.21 CHF | 240'000 | 100'000 | 242'825 | 100'000 | 50'242 CHF | 21'713 CHF | 98.06% | 98.06% |