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 | 5.95% | 0.29 CHF | 0.31 CHF | 180'000 | 75'000 | 177'651 | 75'000 | 51'880 CHF | 23'254 CHF | 99.02% | 99.02% |
15.05.2024 | 5.76% | 0.31 CHF | 0.33 CHF | 170'000 | 75'000 | 174'462 | 74'460 | 51'529 CHF | 23'309 CHF | 92.32% | 92.32% |
14.05.2024 | 5.78% | 0.29 CHF | 0.31 CHF | 180'000 | 75'000 | 161'307 | 75'000 | 51'487 CHF | 25'477 CHF | 100.00% | 100.00% |
13.05.2024 | 5.58% | 0.34 CHF | 0.36 CHF | 150'000 | 75'000 | 151'250 | 75'000 | 51'345 CHF | 26'930 CHF | 100.00% | 100.00% |
10.05.2024 | 5.44% | 0.32 CHF | 0.34 CHF | 160'000 | 75'000 | 159'687 | 75'000 | 52'226 CHF | 25'903 CHF | 100.00% | 100.00% |
08.05.2024 | 5.42% | 0.32 CHF | 0.34 CHF | 160'000 | 75'000 | 160'001 | 75'000 | 51'565 CHF | 25'515 CHF | 98.83% | 98.83% |
07.05.2024 | 5.41% | 0.32 CHF | 0.34 CHF | 160'000 | 75'000 | 162'659 | 75'000 | 51'992 CHF | 25'318 CHF | 96.43% | 96.43% |
06.05.2024 | 5.63% | 0.32 CHF | 0.34 CHF | 160'000 | 75'000 | 159'265 | 75'000 | 52'405 CHF | 26'111 CHF | 100.00% | 100.00% |
03.05.2024 | 5.19% | 0.32 CHF | 0.33 CHF | 160'000 | 75'000 | 165'008 | 75'000 | 51'867 CHF | 24'845 CHF | 97.93% | 97.93% |
02.05.2024 | 5.77% | 0.29 CHF | 0.30 CHF | 180'000 | 75'000 | 182'677 | 75'000 | 50'931 CHF | 22'163 CHF | 99.40% | 99.40% |