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 | 6.44% | 0.26 CHF | 0.28 CHF | 200'000 | 75'000 | 199'827 | 75'000 | 51'211 CHF | 20'499 CHF | 99.02% | 99.02% |
15.05.2024 | 6.82% | 0.27 CHF | 0.29 CHF | 190'000 | 75'000 | 198'266 | 74'496 | 51'088 CHF | 20'560 CHF | 98.90% | 98.90% |
14.05.2024 | 6.15% | 0.26 CHF | 0.27 CHF | 200'000 | 75'000 | 181'427 | 75'000 | 51'158 CHF | 22'580 CHF | 100.00% | 100.00% |
13.05.2024 | 6.06% | 0.30 CHF | 0.32 CHF | 170'000 | 75'000 | 171'250 | 75'000 | 51'225 CHF | 23'841 CHF | 100.00% | 100.00% |
10.05.2024 | 6.01% | 0.28 CHF | 0.30 CHF | 180'000 | 75'000 | 179'687 | 75'000 | 51'830 CHF | 22'976 CHF | 100.00% | 100.00% |
08.05.2024 | 5.69% | 0.28 CHF | 0.30 CHF | 180'000 | 75'000 | 180'000 | 75'000 | 51'288 CHF | 22'620 CHF | 98.83% | 98.83% |
07.05.2024 | 5.57% | 0.28 CHF | 0.30 CHF | 180'000 | 75'000 | 181'417 | 75'000 | 51'291 CHF | 22'426 CHF | 96.43% | 96.43% |
06.05.2024 | 6.21% | 0.28 CHF | 0.30 CHF | 180'000 | 75'000 | 179'265 | 75'000 | 51'913 CHF | 23'116 CHF | 100.00% | 100.00% |
03.05.2024 | 5.68% | 0.28 CHF | 0.30 CHF | 180'000 | 75'000 | 182'568 | 75'000 | 50'669 CHF | 22'045 CHF | 97.93% | 97.93% |
02.05.2024 | 7.06% | 0.25 CHF | 0.27 CHF | 200'000 | 75'000 | 205'091 | 75'000 | 50'235 CHF | 19'725 CHF | 99.40% | 99.40% |