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 | 4.32% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 232'461 | 232'461 | 52'635 CHF | 54'960 CHF | 99.85% | 99.85% |
15.05.2024 | 4.27% | 0.22 CHF | 0.23 CHF | 225'000 | 225'000 | 225'765 | 225'765 | 51'736 CHF | 53'994 CHF | 100.00% | 100.00% |
14.05.2024 | 4.11% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 53'683 CHF | 55'933 CHF | 99.77% | 99.77% |
13.05.2024 | 4.10% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 53'725 CHF | 55'975 CHF | 100.00% | 100.00% |
10.05.2024 | 4.23% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 224'475 | 224'475 | 51'973 CHF | 54'218 CHF | 100.00% | 100.00% |
08.05.2024 | 3.62% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 199'488 | 199'488 | 54'102 CHF | 56'097 CHF | 100.00% | 100.00% |
07.05.2024 | 3.19% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 54'073 CHF | 55'823 CHF | 99.85% | 99.85% |
06.05.2024 | 3.05% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 171'511 | 171'511 | 55'362 CHF | 57'077 CHF | 99.82% | 99.82% |
03.05.2024 | 2.81% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 150'519 | 150'519 | 52'742 CHF | 54'247 CHF | 100.00% | 100.00% |
02.05.2024 | 2.69% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 55'028 CHF | 56'528 CHF | 100.00% | 100.00% |