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 | 4.53% | 0.21 CHF | 0.22 CHF | 140'000 | 140'000 | 64'496 | 64'496 | 14'034 CHF | 14'683 CHF | 97.63% | 97.63% |
15.05.2024 | 5.17% | 0.22 CHF | 0.23 CHF | 150'000 | 150'000 | 66'844 | 66'844 | 13'415 CHF | 14'087 CHF | 96.50% | 96.50% |
14.05.2024 | 5.21% | 0.18 CHF | 0.19 CHF | 150'000 | 150'000 | 66'769 | 66'769 | 12'596 CHF | 13'267 CHF | 98.19% | 98.19% |
13.05.2024 | 4.25% | 0.23 CHF | 0.24 CHF | 130'000 | 130'000 | 62'638 | 62'638 | 14'540 CHF | 15'169 CHF | 96.63% | 96.63% |
10.05.2024 | 5.52% | 0.23 CHF | 0.24 CHF | 160'000 | 160'000 | 71'541 | 71'541 | 13'912 CHF | 14'630 CHF | 97.83% | 97.83% |
08.05.2024 | 5.51% | 0.19 CHF | 0.20 CHF | 170'000 | 170'000 | 78'984 | 78'984 | 14'727 CHF | 15'520 CHF | 98.69% | 98.69% |
07.05.2024 | 5.65% | 0.18 CHF | 0.19 CHF | 160'000 | 160'000 | 71'704 | 71'704 | 12'724 CHF | 13'444 CHF | 98.30% | 98.30% |
06.05.2024 | 4.82% | 0.21 CHF | 0.22 CHF | 150'000 | 150'000 | 67'271 | 67'271 | 13'947 CHF | 14'622 CHF | 98.28% | 98.28% |
03.05.2024 | 4.61% | 0.24 CHF | 0.25 CHF | 160'000 | 160'000 | 70'392 | 70'392 | 15'338 CHF | 16'045 CHF | 97.63% | 97.63% |
02.05.2024 | 3.86% | 0.26 CHF | 0.27 CHF | 140'000 | 140'000 | 63'672 | 63'672 | 16'438 CHF | 17'077 CHF | 95.82% | 95.82% |