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 | 3.71% | 0.27 CHF | 0.28 CHF | 195'270 | 75'000 | 192'406 | 75'000 | 50'960 CHF | 20'619 CHF | 96.03% | 96.03% |
15.05.2024 | 3.87% | 0.26 CHF | 0.27 CHF | 196'081 | 75'000 | 196'824 | 74'243 | 49'899 CHF | 19'561 CHF | 98.95% | 98.95% |
14.05.2024 | 3.88% | 0.26 CHF | 0.27 CHF | 196'645 | 75'000 | 197'392 | 75'000 | 49'913 CHF | 19'718 CHF | 99.15% | 99.15% |
13.05.2024 | 4.25% | 0.24 CHF | 0.25 CHF | 199'708 | 75'000 | 200'247 | 75'000 | 46'209 CHF | 18'062 CHF | 100.00% | 100.00% |
10.05.2024 | 3.92% | 0.24 CHF | 0.25 CHF | 198'581 | 75'000 | 197'875 | 75'000 | 49'519 CHF | 19'520 CHF | 100.00% | 100.00% |
08.05.2024 | 3.37% | 0.29 CHF | 0.30 CHF | 180'000 | 75'000 | 177'898 | 75'000 | 51'948 CHF | 22'658 CHF | 100.00% | 100.00% |
07.05.2024 | 3.32% | 0.29 CHF | 0.30 CHF | 180'000 | 75'000 | 172'858 | 75'000 | 51'151 CHF | 22'956 CHF | 98.92% | 98.92% |
06.05.2024 | 3.45% | 0.28 CHF | 0.29 CHF | 180'000 | 75'000 | 180'393 | 75'000 | 51'389 CHF | 22'118 CHF | 100.00% | 100.00% |
03.05.2024 | 3.43% | 0.28 CHF | 0.29 CHF | 180'000 | 75'000 | 178'906 | 75'000 | 51'268 CHF | 22'249 CHF | 98.63% | 98.63% |
02.05.2024 | 3.63% | 0.28 CHF | 0.29 CHF | 180'000 | 75'000 | 189'372 | 75'000 | 51'243 CHF | 21'047 CHF | 99.13% | 99.13% |