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 | 3.58% | 0.28 CHF | 0.29 CHF | 180'000 | 75'000 | 185'960 | 75'000 | 50'936 CHF | 21'303 CHF | 99.32% | 99.32% |
15.05.2024 | 3.44% | 0.28 CHF | 0.29 CHF | 180'000 | 75'000 | 178'999 | 74'243 | 51'225 CHF | 21'992 CHF | 98.94% | 98.94% |
14.05.2024 | 3.43% | 0.28 CHF | 0.29 CHF | 180'000 | 75'000 | 180'087 | 75'000 | 51'555 CHF | 22'225 CHF | 99.98% | 99.98% |
13.05.2024 | 3.19% | 0.30 CHF | 0.31 CHF | 170'000 | 75'000 | 167'482 | 75'000 | 51'594 CHF | 23'874 CHF | 100.00% | 100.00% |
10.05.2024 | 3.38% | 0.30 CHF | 0.31 CHF | 170'000 | 75'000 | 177'934 | 75'000 | 51'688 CHF | 22'545 CHF | 100.00% | 100.00% |
08.05.2024 | 3.92% | 0.25 CHF | 0.26 CHF | 192'065 | 75'000 | 192'202 | 75'000 | 48'035 CHF | 19'494 CHF | 100.00% | 100.00% |
07.05.2024 | 4.01% | 0.25 CHF | 0.26 CHF | 192'532 | 75'000 | 191'733 | 75'000 | 46'892 CHF | 19'091 CHF | 98.82% | 98.82% |
06.05.2024 | 3.79% | 0.26 CHF | 0.27 CHF | 192'370 | 75'000 | 192'495 | 75'000 | 49'829 CHF | 20'165 CHF | 100.00% | 100.00% |
03.05.2024 | 3.86% | 0.26 CHF | 0.27 CHF | 192'846 | 75'000 | 192'162 | 75'000 | 48'909 CHF | 19'838 CHF | 98.64% | 98.64% |
02.05.2024 | 3.64% | 0.27 CHF | 0.28 CHF | 190'000 | 75'000 | 190'004 | 75'000 | 51'300 CHF | 20'999 CHF | 99.12% | 99.12% |