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 | 11.15% | 0.16 CHF | 0.18 CHF | 189'651 | 75'000 | 189'563 | 75'000 | 30'964 CHF | 13'696 CHF | 99.03% | 99.03% |
15.05.2024 | 10.60% | 0.19 CHF | 0.20 CHF | 180'925 | 75'000 | 191'889 | 74'496 | 31'870 CHF | 13'772 CHF | 98.90% | 98.90% |
14.05.2024 | 11.46% | 0.16 CHF | 0.18 CHF | 198'356 | 75'000 | 180'132 | 75'000 | 35'164 CHF | 16'544 CHF | 100.00% | 100.00% |
13.05.2024 | 11.87% | 0.22 CHF | 0.24 CHF | 172'706 | 75'000 | 173'240 | 75'000 | 37'242 CHF | 18'158 CHF | 100.00% | 100.00% |
10.05.2024 | 11.09% | 0.20 CHF | 0.21 CHF | 181'104 | 75'000 | 177'943 | 75'000 | 36'356 CHF | 17'133 CHF | 100.00% | 100.00% |
08.05.2024 | 8.84% | 0.20 CHF | 0.21 CHF | 182'237 | 75'000 | 181'633 | 75'000 | 36'102 CHF | 16'288 CHF | 98.83% | 98.83% |
07.05.2024 | 9.30% | 0.20 CHF | 0.21 CHF | 182'925 | 75'000 | 182'609 | 75'000 | 35'904 CHF | 16'194 CHF | 96.43% | 96.43% |
06.05.2024 | 10.15% | 0.20 CHF | 0.22 CHF | 181'940 | 75'000 | 178'171 | 75'000 | 36'859 CHF | 17'187 CHF | 100.00% | 100.00% |
03.05.2024 | 10.42% | 0.19 CHF | 0.21 CHF | 184'892 | 75'000 | 182'744 | 75'000 | 34'767 CHF | 15'854 CHF | 84.48% | 84.48% |
02.05.2024 | 10.73% | 0.16 CHF | 0.18 CHF | 197'596 | 75'000 | 201'914 | 75'000 | 31'272 CHF | 12'941 CHF | 99.40% | 99.40% |