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 | 3.11% | 0.32 CHF | 0.33 CHF | 135'220 | 75'000 | 134'942 | 75'000 | 42'791 CHF | 24'533 CHF | 98.70% | 98.70% |
15.05.2024 | 2.88% | 0.34 CHF | 0.35 CHF | 134'668 | 75'000 | 134'710 | 74'243 | 46'668 CHF | 26'469 CHF | 98.94% | 98.94% |
14.05.2024 | 3.21% | 0.33 CHF | 0.34 CHF | 135'204 | 75'000 | 127'661 | 72'041 | 42'166 CHF | 24'548 CHF | 100.00% | 100.00% |
13.05.2024 | 2.70% | 0.36 CHF | 0.37 CHF | 134'787 | 75'000 | 134'550 | 75'000 | 49'236 CHF | 28'196 CHF | 80.29% | 80.29% |
10.05.2024 | 3.01% | 0.32 CHF | 0.33 CHF | 135'638 | 75'000 | 135'404 | 75'000 | 44'346 CHF | 25'315 CHF | 100.00% | 100.00% |
08.05.2024 | 3.65% | 0.26 CHF | 0.27 CHF | 137'045 | 75'000 | 136'946 | 75'000 | 36'873 CHF | 20'946 CHF | 99.37% | 99.37% |
07.05.2024 | 3.88% | 0.26 CHF | 0.27 CHF | 136'756 | 75'000 | 137'028 | 75'000 | 34'718 CHF | 19'754 CHF | 98.30% | 98.30% |
06.05.2024 | 3.85% | 0.24 CHF | 0.25 CHF | 137'061 | 75'000 | 136'704 | 75'000 | 34'869 CHF | 19'881 CHF | 100.00% | 100.00% |
03.05.2024 | 4.28% | 0.23 CHF | 0.24 CHF | 137'253 | 75'000 | 137'489 | 75'000 | 31'515 CHF | 17'945 CHF | 98.63% | 98.63% |
02.05.2024 | 4.69% | 0.22 CHF | 0.23 CHF | 138'718 | 75'000 | 138'814 | 75'000 | 29'183 CHF | 16'522 CHF | 99.13% | 99.13% |