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 | 3.89% | 0.24 CHF | 0.25 CHF | 155'299 | 50'000 | 151'196 | 50'000 | 38'078 CHF | 13'098 CHF | 99.25% | 99.25% |
15.05.2024 | 3.94% | 0.26 CHF | 0.27 CHF | 148'193 | 50'000 | 152'124 | 49'759 | 38'542 CHF | 13'117 CHF | 98.90% | 98.90% |
14.05.2024 | 3.96% | 0.25 CHF | 0.26 CHF | 153'001 | 50'000 | 154'962 | 50'000 | 38'333 CHF | 12'870 CHF | 100.00% | 100.00% |
13.05.2024 | 3.91% | 0.25 CHF | 0.26 CHF | 153'485 | 50'000 | 153'314 | 50'000 | 38'462 CHF | 13'044 CHF | 100.00% | 100.00% |
10.05.2024 | 4.08% | 0.25 CHF | 0.26 CHF | 153'252 | 50'000 | 156'564 | 50'000 | 37'620 CHF | 12'516 CHF | 100.00% | 100.00% |
08.05.2024 | 4.38% | 0.23 CHF | 0.24 CHF | 163'950 | 50'000 | 163'930 | 50'000 | 36'663 CHF | 11'682 CHF | 98.86% | 98.86% |
07.05.2024 | 4.81% | 0.22 CHF | 0.23 CHF | 170'432 | 50'000 | 180'242 | 50'000 | 36'588 CHF | 10'669 CHF | 96.43% | 96.43% |
06.05.2024 | 5.27% | 0.18 CHF | 0.19 CHF | 186'789 | 50'000 | 188'578 | 50'000 | 34'873 CHF | 9'745 CHF | 100.00% | 100.00% |
03.05.2024 | 5.80% | 0.18 CHF | 0.19 CHF | 195'014 | 75'000 | 201'826 | 75'000 | 33'818 CHF | 13'333 CHF | 97.93% | 97.93% |
02.05.2024 | 6.64% | 0.15 CHF | 0.16 CHF | 226'060 | 75'000 | 226'166 | 75'000 | 32'945 CHF | 11'675 CHF | 99.40% | 99.40% |