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 | 6.94% | 0.24 CHF | 0.25 CHF | 161'132 | 75'000 | 159'704 | 75'000 | 32'080 CHF | 16'140 CHF | 99.11% | 99.11% |
15.05.2024 | 6.65% | 0.19 CHF | 0.21 CHF | 159'844 | 75'000 | 160'394 | 74'496 | 33'900 CHF | 16'811 CHF | 98.90% | 98.90% |
14.05.2024 | 4.33% | 0.28 CHF | 0.29 CHF | 162'594 | 75'000 | 158'848 | 75'000 | 50'890 CHF | 25'120 CHF | 100.00% | 100.00% |
13.05.2024 | 4.49% | 0.29 CHF | 0.30 CHF | 163'041 | 75'000 | 163'000 | 75'000 | 48'475 CHF | 23'329 CHF | 100.00% | 100.00% |
10.05.2024 | 4.99% | 0.28 CHF | 0.29 CHF | 162'762 | 75'000 | 162'426 | 75'000 | 44'302 CHF | 21'502 CHF | 100.00% | 100.00% |
08.05.2024 | 4.17% | 0.33 CHF | 0.34 CHF | 160'000 | 75'000 | 156'342 | 75'000 | 51'509 CHF | 25'811 CHF | 95.15% | 95.15% |
07.05.2024 | 3.35% | 0.37 CHF | 0.38 CHF | 140'000 | 75'000 | 130'312 | 75'000 | 51'712 CHF | 30'823 CHF | 97.06% | 97.06% |
06.05.2024 | 3.10% | 0.45 CHF | 0.47 CHF | 120'000 | 75'000 | 117'605 | 75'000 | 52'698 CHF | 34'685 CHF | 100.00% | 100.00% |
03.05.2024 | 2.53% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 103'459 | 75'000 | 52'239 CHF | 39'240 CHF | 97.83% | 97.83% |
02.05.2024 | 2.13% | 0.59 CHF | 0.61 CHF | 90'000 | 75'000 | 90'214 | 75'000 | 53'409 CHF | 45'367 CHF | 99.06% | 99.06% |