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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 5.09% | 0.21 CHF | 0.22 CHF | 174'712 | 75'000 | 178'370 | 75'000 | 36'679 CHF | 16'230 CHF | 100.00% | 100.00% |
16.05.2024 | 4.50% | 0.21 CHF | 0.23 CHF | 173'400 | 75'000 | 172'224 | 75'000 | 37'617 CHF | 17'136 CHF | 88.14% | 88.14% |
15.05.2024 | 4.60% | 0.22 CHF | 0.23 CHF | 173'593 | 75'000 | 167'551 | 74'479 | 38'063 CHF | 17'727 CHF | 90.38% | 90.38% |
14.05.2024 | 4.18% | 0.25 CHF | 0.26 CHF | 162'270 | 75'000 | 165'068 | 75'000 | 39'932 CHF | 18'926 CHF | 98.51% | 98.51% |
13.05.2024 | 4.53% | 0.23 CHF | 0.24 CHF | 166'712 | 75'000 | 168'475 | 75'000 | 39'029 CHF | 18'181 CHF | 95.84% | 95.84% |
10.05.2024 | 4.58% | 0.23 CHF | 0.24 CHF | 172'278 | 75'000 | 176'125 | 75'000 | 38'534 CHF | 17'179 CHF | 99.90% | 99.90% |
08.05.2024 | 5.21% | 0.19 CHF | 0.20 CHF | 189'112 | 75'000 | 192'486 | 75'000 | 36'743 CHF | 15'088 CHF | 97.94% | 97.94% |
07.05.2024 | 5.23% | 0.19 CHF | 0.20 CHF | 192'333 | 75'000 | 194'670 | 75'000 | 36'900 CHF | 14'987 CHF | 96.30% | 96.30% |
06.05.2024 | 5.39% | 0.19 CHF | 0.20 CHF | 197'872 | 75'000 | 202'596 | 75'000 | 36'568 CHF | 14'303 CHF | 100.00% | 100.00% |
03.05.2024 | 6.16% | 0.16 CHF | 0.17 CHF | 215'023 | 75'000 | 220'725 | 75'000 | 34'754 CHF | 12'568 CHF | 94.88% | 94.88% |