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 | 4.87% | 0.33 CHF | 0.35 CHF | 160'000 | 75'000 | 160'603 | 75'000 | 52'388 CHF | 25'703 CHF | 99.02% | 99.02% |
15.05.2024 | 4.00% | 0.38 CHF | 0.39 CHF | 140'000 | 75'000 | 142'283 | 74'254 | 51'646 CHF | 28'055 CHF | 98.90% | 98.90% |
14.05.2024 | 4.13% | 0.35 CHF | 0.37 CHF | 150'000 | 75'000 | 143'749 | 75'000 | 51'117 CHF | 27'812 CHF | 100.00% | 100.00% |
13.05.2024 | 5.16% | 0.30 CHF | 0.31 CHF | 170'000 | 75'000 | 179'763 | 75'000 | 50'973 CHF | 22'396 CHF | 100.00% | 100.00% |
10.05.2024 | 5.54% | 0.27 CHF | 0.29 CHF | 190'000 | 75'000 | 195'157 | 75'000 | 51'134 CHF | 20'794 CHF | 100.00% | 100.00% |
08.05.2024 | 5.79% | 0.26 CHF | 0.27 CHF | 200'000 | 75'000 | 194'510 | 75'000 | 51'596 CHF | 21'096 CHF | 100.00% | 100.00% |
07.05.2024 | 5.61% | 0.29 CHF | 0.31 CHF | 180'000 | 75'000 | 179'790 | 75'000 | 51'261 CHF | 22'617 CHF | 97.06% | 97.06% |
06.05.2024 | 5.47% | 0.26 CHF | 0.28 CHF | 200'000 | 75'000 | 188'651 | 75'000 | 51'124 CHF | 21'496 CHF | 100.00% | 100.00% |
03.05.2024 | 4.85% | 0.28 CHF | 0.29 CHF | 180'000 | 75'000 | 181'821 | 75'000 | 51'645 CHF | 22'374 CHF | 97.92% | 97.92% |
02.05.2024 | 5.35% | 0.26 CHF | 0.28 CHF | 200'000 | 75'000 | 190'757 | 75'000 | 51'313 CHF | 21'297 CHF | 99.40% | 99.40% |