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 | 10.85% | 0.25 CHF | 0.28 CHF | 169'642 | 75'000 | 169'863 | 75'000 | 42'926 CHF | 21'129 CHF | 99.02% | 99.02% |
15.05.2024 | 10.72% | 0.28 CHF | 0.30 CHF | 164'881 | 75'000 | 170'542 | 74'460 | 43'714 CHF | 21'254 CHF | 92.32% | 92.32% |
14.05.2024 | 9.39% | 0.25 CHF | 0.28 CHF | 173'746 | 75'000 | 165'096 | 75'000 | 46'721 CHF | 23'364 CHF | 89.25% | 89.25% |
13.05.2024 | 8.66% | 0.31 CHF | 0.34 CHF | 160'333 | 75'000 | 160'534 | 75'000 | 49'185 CHF | 25'061 CHF | 85.60% | 85.60% |
10.05.2024 | 9.18% | 0.29 CHF | 0.31 CHF | 165'454 | 75'000 | 163'388 | 75'000 | 48'129 CHF | 24'219 CHF | 100.00% | 100.00% |
08.05.2024 | 9.28% | 0.29 CHF | 0.31 CHF | 165'998 | 75'000 | 165'656 | 75'000 | 47'843 CHF | 23'770 CHF | 98.83% | 98.83% |
07.05.2024 | 9.23% | 0.29 CHF | 0.31 CHF | 166'365 | 75'000 | 166'568 | 75'000 | 47'725 CHF | 23'575 CHF | 96.43% | 96.43% |
06.05.2024 | 8.70% | 0.29 CHF | 0.32 CHF | 165'895 | 75'000 | 163'458 | 75'000 | 48'545 CHF | 24'304 CHF | 100.00% | 100.00% |
03.05.2024 | 9.72% | 0.28 CHF | 0.31 CHF | 167'888 | 75'000 | 165'102 | 75'000 | 46'307 CHF | 23'189 CHF | 84.47% | 84.47% |
02.05.2024 | 10.71% | 0.25 CHF | 0.28 CHF | 175'731 | 75'000 | 177'360 | 75'000 | 42'812 CHF | 20'158 CHF | 99.40% | 99.40% |