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 | 4.02% | 0.23 CHF | 0.24 CHF | 230'000 | 230'000 | 228'750 | 228'750 | 55'909 CHF | 58'200 CHF | 97.47% | 97.47% |
15.05.2024 | 4.71% | 0.22 CHF | 0.23 CHF | 230'000 | 230'000 | 228'586 | 228'586 | 47'688 CHF | 49'980 CHF | 98.96% | 98.96% |
14.05.2024 | 4.33% | 0.24 CHF | 0.25 CHF | 230'000 | 230'000 | 228'987 | 228'987 | 51'775 CHF | 54'066 CHF | 99.94% | 99.94% |
13.05.2024 | 4.15% | 0.24 CHF | 0.25 CHF | 230'000 | 230'000 | 229'049 | 229'049 | 54'123 CHF | 56'414 CHF | 99.68% | 99.68% |
10.05.2024 | 4.12% | 0.23 CHF | 0.24 CHF | 230'000 | 230'000 | 229'053 | 229'053 | 54'571 CHF | 56'862 CHF | 100.00% | 100.00% |
08.05.2024 | 4.73% | 0.21 CHF | 0.22 CHF | 220'000 | 220'000 | 219'776 | 219'776 | 45'436 CHF | 47'634 CHF | 98.86% | 98.86% |
07.05.2024 | 5.39% | 0.20 CHF | 0.21 CHF | 220'000 | 220'000 | 228'248 | 228'248 | 41'385 CHF | 43'670 CHF | 99.94% | 99.94% |
06.05.2024 | 6.46% | 0.16 CHF | 0.17 CHF | 230'000 | 230'000 | 229'051 | 229'051 | 34'471 CHF | 36'762 CHF | 99.95% | 99.95% |
03.05.2024 | 7.58% | 0.11 CHF | 0.12 CHF | 230'000 | 230'000 | 229'050 | 229'050 | 29'360 CHF | 31'650 CHF | 99.88% | 99.88% |
02.05.2024 | 6.64% | 0.14 CHF | 0.16 CHF | 230'000 | 230'000 | 229'051 | 229'051 | 33'345 CHF | 35'635 CHF | 100.00% | 100.00% |