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 | 7,20% | 0,26 CHF | 0,28 CHF | 200 000 | 75 000 | 192 164 | 75 000 | 51 452 CHF | 21 588 CHF | 98,45% | 98,45% |
15/05/2024 | 6,95% | 0,29 CHF | 0,31 CHF | 180 000 | 75 000 | 178 676 | 74 238 | 50 452 CHF | 22 460 CHF | 98,95% | 98,95% |
14/05/2024 | 6,99% | 0,29 CHF | 0,31 CHF | 180 000 | 75 000 | 184 608 | 75 000 | 50 993 CHF | 22 229 CHF | 99,05% | 99,05% |
13/05/2024 | 7,10% | 0,27 CHF | 0,29 CHF | 190 000 | 75 000 | 190 646 | 75 000 | 51 335 CHF | 21 688 CHF | 99,47% | 99,47% |
10/05/2024 | 7,52% | 0,26 CHF | 0,28 CHF | 200 000 | 75 000 | 201 356 | 75 000 | 50 302 CHF | 20 205 CHF | 100,00% | 100,00% |
08/05/2024 | 7,97% | 0,23 CHF | 0,24 CHF | 220 000 | 75 000 | 221 949 | 75 000 | 50 599 CHF | 18 523 CHF | 98,62% | 98,62% |
07/05/2024 | 9,01% | 0,22 CHF | 0,23 CHF | 230 000 | 75 000 | 245 325 | 75 000 | 50 427 CHF | 16 892 CHF | 98,92% | 98,92% |
06/05/2024 | 9,61% | 0,19 CHF | 0,20 CHF | 270 000 | 75 000 | 262 574 | 75 000 | 50 817 CHF | 15 995 CHF | 100,00% | 100,00% |
03/05/2024 | 9,11% | 0,18 CHF | 0,20 CHF | 280 000 | 75 000 | 255 474 | 75 000 | 50 339 CHF | 16 205 CHF | 98,64% | 98,64% |
02/05/2024 | 8,61% | 0,20 CHF | 0,22 CHF | 250 000 | 75 000 | 246 050 | 75 000 | 50 205 CHF | 16 692 CHF | 99,12% | 99,12% |