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 | 5.19% | 0.19 CHF | 0.20 CHF | 200'000 | 200'000 | 201'755 | 201'755 | 37'878 CHF | 39'896 CHF | 100.00% | 100.00% |
15.05.2024 | 5.06% | 0.20 CHF | 0.21 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 38'574 CHF | 40'574 CHF | 100.00% | 100.00% |
14.05.2024 | 4.89% | 0.20 CHF | 0.21 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 44'931 CHF | 47'181 CHF | 100.00% | 100.00% |
13.05.2024 | 4.99% | 0.19 CHF | 0.20 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 44'033 CHF | 46'283 CHF | 100.00% | 100.00% |
10.05.2024 | 5.35% | 0.19 CHF | 0.20 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 40'983 CHF | 43'233 CHF | 100.00% | 100.00% |
08.05.2024 | 4.89% | 0.20 CHF | 0.21 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 44'853 CHF | 47'103 CHF | 100.00% | 100.00% |
07.05.2024 | 5.13% | 0.19 CHF | 0.20 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 38'000 CHF | 40'000 CHF | 100.00% | 100.00% |
06.05.2024 | 4.76% | 0.20 CHF | 0.21 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 2'050 CHF | 2'150 CHF | 100.00% | 100.00% |
03.05.2024 | 4.65% | 0.21 CHF | 0.22 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 41'983 CHF | 43'983 CHF | 100.00% | 100.00% |
02.05.2024 | 4.51% | 0.22 CHF | 0.23 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 43'352 CHF | 45'352 CHF | 99.95% | 99.95% |