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 | 3.34% | 0.29 CHF | 0.30 CHF | 180'000 | 75'000 | 175'672 | 75'000 | 51'681 CHF | 22'825 CHF | 98.61% | 98.61% |
15.05.2024 | 3.50% | 0.29 CHF | 0.30 CHF | 180'000 | 75'000 | 181'593 | 74'242 | 51'016 CHF | 21'609 CHF | 98.88% | 98.88% |
14.05.2024 | 3.53% | 0.29 CHF | 0.30 CHF | 180'000 | 75'000 | 183'773 | 75'000 | 51'073 CHF | 21'609 CHF | 100.00% | 100.00% |
13.05.2024 | 3.77% | 0.26 CHF | 0.27 CHF | 199'864 | 75'000 | 196'309 | 75'000 | 51'080 CHF | 20'280 CHF | 67.97% | 67.97% |
10.05.2024 | 3.55% | 0.26 CHF | 0.27 CHF | 199'608 | 75'000 | 184'633 | 75'000 | 51'040 CHF | 21'496 CHF | 100.00% | 100.00% |
08.05.2024 | 3.08% | 0.32 CHF | 0.33 CHF | 160'000 | 75'000 | 160'001 | 75'000 | 51'200 CHF | 24'750 CHF | 100.00% | 100.00% |
07.05.2024 | 3.05% | 0.31 CHF | 0.32 CHF | 170'000 | 75'000 | 162'549 | 75'000 | 52'452 CHF | 24'967 CHF | 98.82% | 98.82% |
06.05.2024 | 3.17% | 0.31 CHF | 0.32 CHF | 170'000 | 75'000 | 168'572 | 75'000 | 52'370 CHF | 24'056 CHF | 100.00% | 100.00% |
03.05.2024 | 3.13% | 0.31 CHF | 0.32 CHF | 170'000 | 75'000 | 165'270 | 75'000 | 51'983 CHF | 24'351 CHF | 98.63% | 98.63% |
02.05.2024 | 3.28% | 0.30 CHF | 0.31 CHF | 170'000 | 75'000 | 170'000 | 75'000 | 51'000 CHF | 23'250 CHF | 99.13% | 99.13% |