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 | 4.25% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 228'081 | 228'081 | 52'497 CHF | 54'778 CHF | 100.00% | 100.00% |
15.05.2024 | 4.26% | 0.23 CHF | 0.24 CHF | 200'000 | 200'000 | 218'937 | 218'937 | 50'356 CHF | 52'545 CHF | 100.00% | 100.00% |
14.05.2024 | 4.20% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 52'440 CHF | 54'690 CHF | 100.00% | 100.00% |
13.05.2024 | 4.26% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 51'716 CHF | 53'966 CHF | 100.00% | 100.00% |
10.05.2024 | 4.17% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 47'039 CHF | 49'039 CHF | 100.00% | 100.00% |
08.05.2024 | 3.78% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 51'849 CHF | 53'849 CHF | 100.00% | 100.00% |
07.05.2024 | 3.69% | 0.26 CHF | 0.27 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 46'561 CHF | 48'311 CHF | 100.00% | 100.00% |
06.05.2024 | 3.47% | 0.28 CHF | 0.29 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 49'596 CHF | 51'346 CHF | 100.00% | 100.00% |
03.05.2024 | 3.42% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 50'329 CHF | 52'079 CHF | 100.00% | 100.00% |
02.05.2024 | 3.33% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 51'674 CHF | 53'424 CHF | 99.94% | 99.94% |