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% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 216'540 | 216'540 | 52'659 CHF | 54'825 CHF | 99.85% | 99.85% |
15.05.2024 | 3.99% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 212'946 | 212'946 | 52'240 CHF | 54'369 CHF | 100.00% | 100.00% |
14.05.2024 | 4.15% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 223'212 | 223'212 | 52'638 CHF | 54'870 CHF | 99.77% | 99.77% |
13.05.2024 | 4.23% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 52'028 CHF | 54'278 CHF | 100.00% | 100.00% |
10.05.2024 | 4.33% | 0.22 CHF | 0.23 CHF | 225'000 | 225'000 | 232'766 | 232'766 | 52'568 CHF | 54'896 CHF | 100.00% | 100.00% |
08.05.2024 | 5.27% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 287'656 | 287'656 | 53'146 CHF | 56'023 CHF | 100.00% | 100.00% |
07.05.2024 | 6.44% | 0.16 CHF | 0.17 CHF | 350'000 | 350'000 | 350'578 | 350'579 | 52'682 CHF | 56'188 CHF | 99.84% | 99.84% |
06.05.2024 | 6.73% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 364'569 | 364'569 | 52'321 CHF | 55'966 CHF | 99.83% | 99.83% |
03.05.2024 | 7.35% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 397'366 | 397'367 | 52'094 CHF | 56'067 CHF | 100.00% | 100.00% |
02.05.2024 | 7.58% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 405'461 | 405'461 | 51'511 CHF | 55'565 CHF | 100.00% | 100.00% |