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 | 4.63% | 0.28 CHF | 0.30 CHF | 120'000 | 120'000 | 119'828 | 119'828 | 38'090 CHF | 39'890 CHF | 99.86% | 99.86% |
15.05.2024 | 4.89% | 0.34 CHF | 0.35 CHF | 130'000 | 130'000 | 129'759 | 129'759 | 39'092 CHF | 41'042 CHF | 100.00% | 100.00% |
14.05.2024 | 5.52% | 0.28 CHF | 0.30 CHF | 130'000 | 130'000 | 129'931 | 129'931 | 34'414 CHF | 36'364 CHF | 99.97% | 99.97% |
13.05.2024 | 4.93% | 0.28 CHF | 0.30 CHF | 130'000 | 130'000 | 127'210 | 127'210 | 37'766 CHF | 39'675 CHF | 100.00% | 100.00% |
10.05.2024 | 4.73% | 0.32 CHF | 0.33 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 40'335 CHF | 42'285 CHF | 100.00% | 100.00% |
08.05.2024 | 5.33% | 0.22 CHF | 0.24 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 30'218 CHF | 31'874 CHF | 99.25% | 99.25% |
07.05.2024 | 5.78% | 0.21 CHF | 0.22 CHF | 130'000 | 130'000 | 129'861 | 129'861 | 26'276 CHF | 27'836 CHF | 100.00% | 100.00% |
06.05.2024 | 6.00% | 0.21 CHF | 0.22 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 25'250 CHF | 26'810 CHF | 100.00% | 100.00% |
03.05.2024 | 6.56% | 0.19 CHF | 0.20 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 23'023 CHF | 24'583 CHF | 99.93% | 99.93% |
02.05.2024 | 6.89% | 0.17 CHF | 0.18 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 21'884 CHF | 23'444 CHF | 100.00% | 100.00% |