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 | 6.68% | 0.25 CHF | 0.27 CHF | 154'730 | 75'000 | 154'643 | 75'000 | 38'965 CHF | 20'206 CHF | 99.02% | 99.02% |
15.05.2024 | 6.68% | 0.28 CHF | 0.29 CHF | 152'668 | 75'000 | 154'761 | 74'460 | 39'569 CHF | 20'352 CHF | 92.32% | 92.32% |
14.05.2024 | 6.31% | 0.25 CHF | 0.27 CHF | 155'670 | 75'000 | 152'407 | 75'000 | 43'686 CHF | 22'916 CHF | 100.00% | 100.00% |
13.05.2024 | 5.67% | 0.31 CHF | 0.33 CHF | 150'573 | 75'000 | 150'456 | 75'000 | 46'510 CHF | 24'540 CHF | 100.00% | 100.00% |
10.05.2024 | 6.31% | 0.29 CHF | 0.30 CHF | 152'624 | 75'000 | 151'671 | 75'000 | 44'737 CHF | 23'564 CHF | 100.00% | 100.00% |
08.05.2024 | 6.11% | 0.29 CHF | 0.30 CHF | 152'707 | 75'000 | 152'639 | 75'000 | 44'096 CHF | 23'032 CHF | 98.83% | 98.83% |
07.05.2024 | 6.03% | 0.29 CHF | 0.30 CHF | 152'558 | 75'000 | 152'711 | 75'000 | 43'731 CHF | 22'816 CHF | 96.43% | 96.43% |
06.05.2024 | 5.78% | 0.29 CHF | 0.31 CHF | 152'227 | 75'000 | 151'318 | 75'000 | 45'031 CHF | 23'650 CHF | 100.00% | 100.00% |
03.05.2024 | 6.26% | 0.28 CHF | 0.30 CHF | 153'094 | 75'000 | 152'907 | 75'000 | 43'029 CHF | 22'471 CHF | 97.93% | 97.93% |
02.05.2024 | 6.78% | 0.25 CHF | 0.26 CHF | 157'166 | 75'000 | 157'851 | 75'000 | 37'645 CHF | 19'145 CHF | 99.40% | 99.40% |