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 | 5.57% | 0.32 CHF | 0.33 CHF | 160'000 | 50'000 | 161'598 | 50'000 | 51'630 CHF | 16'894 CHF | 99.02% | 99.02% |
15.05.2024 | 5.24% | 0.32 CHF | 0.34 CHF | 160'000 | 50'000 | 162'762 | 49'759 | 51'788 CHF | 16'690 CHF | 98.90% | 98.90% |
14.05.2024 | 5.59% | 0.31 CHF | 0.33 CHF | 170'000 | 50'000 | 161'564 | 50'000 | 51'942 CHF | 17'026 CHF | 99.99% | 99.99% |
13.05.2024 | 5.56% | 0.32 CHF | 0.34 CHF | 160'000 | 50'000 | 155'909 | 50'000 | 51'819 CHF | 17'581 CHF | 100.00% | 100.00% |
10.05.2024 | 5.18% | 0.34 CHF | 0.36 CHF | 150'000 | 50'000 | 150'023 | 50'000 | 51'558 CHF | 18'102 CHF | 97.80% | 97.80% |
08.05.2024 | 5.40% | 0.35 CHF | 0.37 CHF | 150'000 | 50'000 | 141'321 | 50'000 | 52'091 CHF | 19'509 CHF | 98.77% | 98.77% |
07.05.2024 | 4.58% | 0.44 CHF | 0.46 CHF | 120'000 | 50'000 | 116'193 | 50'000 | 51'990 CHF | 23'444 CHF | 96.43% | 96.43% |
06.05.2024 | 4.27% | 0.46 CHF | 0.48 CHF | 110'000 | 50'000 | 111'185 | 50'000 | 51'646 CHF | 24'246 CHF | 100.00% | 100.00% |
03.05.2024 | 4.63% | 0.44 CHF | 0.46 CHF | 120'000 | 50'000 | 121'005 | 50'000 | 51'881 CHF | 22'462 CHF | 97.68% | 97.68% |
02.05.2024 | 4.71% | 0.43 CHF | 0.45 CHF | 120'000 | 50'000 | 120'000 | 50'000 | 51'429 CHF | 22'463 CHF | 99.40% | 99.40% |