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 | 5.18% | 0.33 CHF | 0.34 CHF | 160'000 | 75'000 | 159'720 | 75'000 | 52'044 CHF | 25'738 CHF | 99.03% | 99.03% |
15.05.2024 | 5.38% | 0.35 CHF | 0.36 CHF | 150'000 | 75'000 | 157'648 | 74'464 | 51'807 CHF | 25'835 CHF | 93.08% | 93.08% |
14.05.2024 | 4.79% | 0.32 CHF | 0.34 CHF | 160'000 | 75'000 | 145'864 | 75'000 | 51'677 CHF | 27'955 CHF | 100.00% | 100.00% |
13.05.2024 | 4.74% | 0.37 CHF | 0.39 CHF | 140'000 | 75'000 | 140'000 | 75'000 | 52'051 CHF | 29'238 CHF | 100.00% | 100.00% |
10.05.2024 | 4.26% | 0.35 CHF | 0.37 CHF | 150'000 | 75'000 | 140'433 | 75'000 | 50'855 CHF | 28'344 CHF | 100.00% | 100.00% |
08.05.2024 | 4.61% | 0.35 CHF | 0.37 CHF | 150'000 | 75'000 | 142'949 | 75'000 | 51'019 CHF | 28'042 CHF | 98.83% | 98.83% |
07.05.2024 | 4.50% | 0.35 CHF | 0.37 CHF | 150'000 | 75'000 | 144'025 | 75'000 | 51'176 CHF | 27'895 CHF | 96.55% | 96.55% |
06.05.2024 | 4.79% | 0.36 CHF | 0.37 CHF | 140'000 | 75'000 | 140'771 | 75'000 | 50'940 CHF | 28'476 CHF | 100.00% | 100.00% |
03.05.2024 | 5.05% | 0.35 CHF | 0.37 CHF | 150'000 | 75'000 | 149'876 | 75'000 | 52'213 CHF | 27'490 CHF | 97.93% | 97.93% |
02.05.2024 | 5.69% | 0.32 CHF | 0.34 CHF | 160'000 | 75'000 | 166'367 | 75'000 | 52'005 CHF | 24'828 CHF | 99.40% | 99.40% |