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 | 3.72% | 0.26 CHF | 0.27 CHF | 194'656 | 75'000 | 192'992 | 75'000 | 50'857 CHF | 20'518 CHF | 99.32% | 99.32% |
15.05.2024 | 3.61% | 0.26 CHF | 0.27 CHF | 194'992 | 75'000 | 186'944 | 74'243 | 51'104 CHF | 21'058 CHF | 98.94% | 98.94% |
14.05.2024 | 3.58% | 0.27 CHF | 0.28 CHF | 190'000 | 75'000 | 185'138 | 75'000 | 50'775 CHF | 21'335 CHF | 100.00% | 100.00% |
13.05.2024 | 3.33% | 0.29 CHF | 0.30 CHF | 180'000 | 75'000 | 176'123 | 75'000 | 51'972 CHF | 22'901 CHF | 100.00% | 100.00% |
10.05.2024 | 3.54% | 0.29 CHF | 0.30 CHF | 180'000 | 75'000 | 182'864 | 75'000 | 50'707 CHF | 21'560 CHF | 100.00% | 100.00% |
08.05.2024 | 4.17% | 0.24 CHF | 0.25 CHF | 192'093 | 75'000 | 192'102 | 75'000 | 45'098 CHF | 18'357 CHF | 100.00% | 100.00% |
07.05.2024 | 4.19% | 0.24 CHF | 0.25 CHF | 192'376 | 75'000 | 191'970 | 75'000 | 44'907 CHF | 18'293 CHF | 98.92% | 98.92% |
06.05.2024 | 4.03% | 0.25 CHF | 0.26 CHF | 193'011 | 75'000 | 192'609 | 75'000 | 46'868 CHF | 18'999 CHF | 100.00% | 100.00% |
03.05.2024 | 4.03% | 0.25 CHF | 0.26 CHF | 192'846 | 75'000 | 192'355 | 75'000 | 46'801 CHF | 18'997 CHF | 98.64% | 98.64% |
02.05.2024 | 3.80% | 0.25 CHF | 0.26 CHF | 195'516 | 75'000 | 195'497 | 75'000 | 50'536 CHF | 20'138 CHF | 99.12% | 99.12% |