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 | 4.02% | 0.27 CHF | 0.28 CHF | 126'256 | 50'000 | 121'075 | 50'000 | 35'238 CHF | 15'154 CHF | 99.19% | 99.19% |
15.05.2024 | 4.50% | 0.29 CHF | 0.30 CHF | 123'060 | 50'000 | 129'157 | 49'489 | 34'993 CHF | 14'031 CHF | 98.93% | 98.93% |
14.05.2024 | 4.33% | 0.27 CHF | 0.29 CHF | 128'368 | 50'000 | 126'130 | 49'361 | 34'047 CHF | 13'920 CHF | 99.99% | 99.99% |
13.05.2024 | 4.64% | 0.27 CHF | 0.28 CHF | 133'147 | 50'000 | 133'261 | 50'000 | 34'518 CHF | 13'569 CHF | 100.00% | 100.00% |
10.05.2024 | 3.75% | 0.27 CHF | 0.28 CHF | 128'956 | 50'000 | 132'538 | 50'000 | 35'140 CHF | 13'768 CHF | 100.00% | 100.00% |
08.05.2024 | 5.36% | 0.24 CHF | 0.25 CHF | 146'200 | 50'000 | 148'068 | 50'000 | 34'199 CHF | 12'185 CHF | 100.00% | 100.00% |
07.05.2024 | 4.85% | 0.23 CHF | 0.24 CHF | 152'523 | 50'000 | 151'938 | 50'000 | 34'440 CHF | 11'897 CHF | 98.92% | 98.92% |
06.05.2024 | 4.44% | 0.22 CHF | 0.23 CHF | 151'172 | 50'000 | 152'741 | 50'000 | 34'584 CHF | 11'834 CHF | 99.58% | 99.58% |
03.05.2024 | 4.39% | 0.23 CHF | 0.24 CHF | 148'952 | 50'000 | 152'232 | 50'000 | 34'803 CHF | 11'962 CHF | 98.26% | 98.26% |
02.05.2024 | 5.25% | 0.20 CHF | 0.21 CHF | 171'498 | 50'000 | 166'601 | 50'000 | 33'714 CHF | 10'670 CHF | 99.13% | 99.13% |