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 | 5.02% | 0.20 CHF | 0.21 CHF | 160'000 | 160'000 | 159'799 | 159'799 | 31'131 CHF | 32'731 CHF | 100.00% | 100.00% |
15.05.2024 | 4.52% | 0.20 CHF | 0.21 CHF | 160'000 | 160'000 | 159'701 | 159'701 | 34'753 CHF | 36'353 CHF | 100.00% | 100.00% |
14.05.2024 | 4.71% | 0.21 CHF | 0.22 CHF | 160'000 | 160'000 | 159'909 | 159'909 | 33'184 CHF | 34'784 CHF | 99.97% | 99.97% |
13.05.2024 | 4.64% | 0.22 CHF | 0.23 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 33'723 CHF | 35'323 CHF | 100.00% | 100.00% |
10.05.2024 | 4.26% | 0.22 CHF | 0.23 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 36'846 CHF | 38'446 CHF | 100.00% | 100.00% |
08.05.2024 | 3.43% | 0.27 CHF | 0.28 CHF | 160'000 | 160'000 | 166'854 | 166'854 | 47'918 CHF | 49'586 CHF | 99.24% | 99.24% |
07.05.2024 | 2.78% | 0.34 CHF | 0.35 CHF | 170'000 | 170'000 | 169'814 | 169'814 | 60'338 CHF | 62'038 CHF | 97.37% | 97.37% |
06.05.2024 | 3.04% | 0.37 CHF | 0.38 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 55'212 CHF | 56'912 CHF | 100.00% | 100.00% |
03.05.2024 | 2.88% | 0.35 CHF | 0.36 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 58'212 CHF | 59'912 CHF | 99.98% | 99.98% |
02.05.2024 | 2.77% | 0.36 CHF | 0.37 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 60'532 CHF | 62'232 CHF | 99.99% | 99.99% |