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 | 3.04% | 0.32 CHF | 0.33 CHF | 195'000 | 195'000 | 192'173 | 192'173 | 62'436 CHF | 64'359 CHF | 100.00% | 100.00% |
15.05.2024 | 2.64% | 0.36 CHF | 0.37 CHF | 190'000 | 190'000 | 188'816 | 188'816 | 71'062 CHF | 72'954 CHF | 99.88% | 99.88% |
14.05.2024 | 2.92% | 0.36 CHF | 0.37 CHF | 190'000 | 190'000 | 190'818 | 190'818 | 64'440 CHF | 66'348 CHF | 100.00% | 100.00% |
13.05.2024 | 3.00% | 0.32 CHF | 0.33 CHF | 195'000 | 195'000 | 193'326 | 193'407 | 63'492 CHF | 65'452 CHF | 100.00% | 100.00% |
10.05.2024 | 2.95% | 0.33 CHF | 0.34 CHF | 195'000 | 195'000 | 193'610 | 193'610 | 64'760 CHF | 66'696 CHF | 100.00% | 100.00% |
08.05.2024 | 2.79% | 0.35 CHF | 0.36 CHF | 190'000 | 190'000 | 190'156 | 190'156 | 67'357 CHF | 69'259 CHF | 99.09% | 99.09% |
07.05.2024 | 2.87% | 0.36 CHF | 0.37 CHF | 190'000 | 190'000 | 190'775 | 190'765 | 65'834 CHF | 67'740 CHF | 99.94% | 99.94% |
06.05.2024 | 3.91% | 0.28 CHF | 0.29 CHF | 195'000 | 195'000 | 197'981 | 197'813 | 49'991 CHF | 51'929 CHF | 100.00% | 100.00% |
03.05.2024 | 4.79% | 0.20 CHF | 0.21 CHF | 200'000 | 200'000 | 201'088 | 201'088 | 41'167 CHF | 43'178 CHF | 99.96% | 99.96% |
02.05.2024 | 5.41% | 0.18 CHF | 0.19 CHF | 205'000 | 205'000 | 203'181 | 203'181 | 36'762 CHF | 38'794 CHF | 100.00% | 100.00% |