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 | 5.41% | 0.18 CHF | 0.19 CHF | 264'640 | 75'000 | 261'327 | 75'000 | 46'986 CHF | 14'235 CHF | 99.25% | 99.25% |
15.05.2024 | 5.83% | 0.18 CHF | 0.19 CHF | 264'980 | 75'000 | 271'179 | 74'253 | 45'699 CHF | 13'264 CHF | 98.90% | 98.90% |
14.05.2024 | 5.66% | 0.18 CHF | 0.19 CHF | 255'554 | 75'000 | 270'925 | 75'000 | 46'587 CHF | 13'664 CHF | 91.70% | 91.70% |
13.05.2024 | 6.43% | 0.15 CHF | 0.16 CHF | 293'010 | 75'000 | 297'501 | 75'000 | 44'769 CHF | 12'036 CHF | 100.00% | 100.00% |
10.05.2024 | 6.52% | 0.15 CHF | 0.16 CHF | 296'839 | 75'000 | 306'808 | 75'000 | 45'555 CHF | 11'887 CHF | 100.00% | 100.00% |
08.05.2024 | 7.46% | 0.13 CHF | 0.14 CHF | 323'700 | 75'000 | 335'070 | 75'000 | 43'325 CHF | 10'454 CHF | 100.00% | 100.00% |
07.05.2024 | 8.11% | 0.12 CHF | 0.13 CHF | 369'209 | 75'000 | 355'556 | 75'000 | 42'127 CHF | 9'644 CHF | 96.43% | 96.43% |
06.05.2024 | 8.05% | 0.12 CHF | 0.13 CHF | 362'296 | 75'000 | 362'777 | 75'000 | 43'249 CHF | 9'691 CHF | 100.00% | 100.00% |
03.05.2024 | 8.65% | 0.12 CHF | 0.13 CHF | 368'419 | 75'000 | 382'434 | 75'000 | 42'325 CHF | 9'084 CHF | 97.93% | 97.93% |
02.05.2024 | 10.09% | 0.08 CHF | 0.09 CHF | 454'542 | 75'000 | 423'585 | 75'000 | 40'028 CHF | 7'844 CHF | 99.40% | 99.40% |