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 | 4.57% | 0.22 CHF | 0.23 CHF | 195'217 | 75'000 | 194'477 | 75'000 | 41'627 CHF | 16'803 CHF | 99.32% | 99.32% |
15.05.2024 | 4.33% | 0.22 CHF | 0.23 CHF | 196'059 | 75'000 | 196'913 | 74'243 | 44'557 CHF | 17'537 CHF | 98.95% | 98.95% |
14.05.2024 | 4.34% | 0.22 CHF | 0.23 CHF | 195'606 | 75'000 | 196'934 | 75'000 | 44'418 CHF | 17'664 CHF | 100.00% | 100.00% |
13.05.2024 | 3.95% | 0.24 CHF | 0.25 CHF | 199'608 | 75'000 | 199'508 | 75'000 | 49'544 CHF | 19'374 CHF | 100.00% | 100.00% |
10.05.2024 | 4.25% | 0.24 CHF | 0.25 CHF | 198'297 | 75'000 | 197'743 | 75'000 | 45'603 CHF | 18'045 CHF | 100.00% | 100.00% |
08.05.2024 | 5.13% | 0.19 CHF | 0.20 CHF | 192'065 | 75'000 | 192'202 | 75'000 | 36'503 CHF | 14'994 CHF | 100.00% | 100.00% |
07.05.2024 | 5.28% | 0.19 CHF | 0.20 CHF | 192'532 | 75'000 | 191'733 | 75'000 | 35'388 CHF | 14'591 CHF | 98.82% | 98.82% |
06.05.2024 | 4.91% | 0.20 CHF | 0.21 CHF | 192'370 | 75'000 | 192'653 | 75'000 | 38'313 CHF | 15'665 CHF | 100.00% | 100.00% |
03.05.2024 | 5.02% | 0.20 CHF | 0.21 CHF | 192'846 | 75'000 | 192'162 | 75'000 | 37'379 CHF | 15'338 CHF | 98.63% | 98.63% |
02.05.2024 | 4.65% | 0.21 CHF | 0.22 CHF | 195'142 | 75'000 | 195'162 | 75'000 | 40'983 CHF | 16'499 CHF | 99.13% | 99.13% |