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 | 4.20% | 0.46 CHF | 0.49 CHF | 97'031 | 75'000 | 97'683 | 75'000 | 45'954 CHF | 36'796 CHF | 87.40% | 87.40% |
15.05.2024 | 4.25% | 0.48 CHF | 0.50 CHF | 98'477 | 75'000 | 97'430 | 74'479 | 47'297 CHF | 37'731 CHF | 90.39% | 90.39% |
14.05.2024 | 3.91% | 0.51 CHF | 0.53 CHF | 96'965 | 75'000 | 97'153 | 75'000 | 48'791 CHF | 39'173 CHF | 98.67% | 98.67% |
13.05.2024 | 4.12% | 0.50 CHF | 0.52 CHF | 97'567 | 75'000 | 97'599 | 75'000 | 47'836 CHF | 38'306 CHF | 95.84% | 95.84% |
10.05.2024 | 4.25% | 0.48 CHF | 0.50 CHF | 96'387 | 75'000 | 98'185 | 75'000 | 45'278 CHF | 36'089 CHF | 100.00% | 100.00% |
08.05.2024 | 4.68% | 0.42 CHF | 0.44 CHF | 101'961 | 75'000 | 102'940 | 75'000 | 43'026 CHF | 32'853 CHF | 97.94% | 97.94% |
07.05.2024 | 4.91% | 0.41 CHF | 0.43 CHF | 102'411 | 75'000 | 102'978 | 75'000 | 41'437 CHF | 31'703 CHF | 96.30% | 96.30% |
06.05.2024 | 5.05% | 0.41 CHF | 0.43 CHF | 102'351 | 75'000 | 104'586 | 75'000 | 40'429 CHF | 30'512 CHF | 95.09% | 95.09% |
03.05.2024 | 5.65% | 0.35 CHF | 0.37 CHF | 109'384 | 75'000 | 109'836 | 75'000 | 37'306 CHF | 26'957 CHF | 92.16% | 92.16% |
02.05.2024 | 5.96% | 0.33 CHF | 0.35 CHF | 112'935 | 75'000 | 113'961 | 75'000 | 36'097 CHF | 25'217 CHF | 99.13% | 99.13% |