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 | 4.51% | 0.22 CHF | 0.23 CHF | 350'000 | 350'000 | 347'794 | 347'794 | 75'344 CHF | 78'822 CHF | 99.47% | 99.53% |
15.05.2024 | 4.82% | 0.21 CHF | 0.22 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 70'939 CHF | 74'439 CHF | 99.56% | 99.56% |
14.05.2024 | 4.77% | 0.20 CHF | 0.21 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 61'497 CHF | 64'497 CHF | 99.55% | 99.55% |
13.05.2024 | 4.06% | 0.24 CHF | 0.25 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 60'402 CHF | 62'902 CHF | 99.56% | 99.56% |
10.05.2024 | 3.79% | 0.26 CHF | 0.27 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 64'820 CHF | 67'320 CHF | 99.47% | 99.47% |
08.05.2024 | 3.73% | 0.26 CHF | 0.27 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 78'982 CHF | 81'982 CHF | 99.48% | 99.48% |
07.05.2024 | 3.91% | 0.25 CHF | 0.26 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 62'634 CHF | 65'134 CHF | 99.55% | 99.55% |
06.05.2024 | 3.79% | 0.26 CHF | 0.27 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 64'789 CHF | 67'289 CHF | 99.55% | 99.55% |
03.05.2024 | 3.56% | 0.28 CHF | 0.29 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 62'085 CHF | 64'335 CHF | 99.50% | 99.50% |
02.05.2024 | 3.36% | 0.29 CHF | 0.30 CHF | 250'000 | 250'000 | 233'781 | 233'781 | 68'358 CHF | 70'696 CHF | 99.50% | 99.50% |