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 | 5.05% | 0.32 CHF | 0.34 CHF | 119'585 | 20'000 | 117'771 | 20'000 | 38'922 CHF | 6'953 CHF | 99.28% | 99.28% |
15.05.2024 | 5.61% | 0.32 CHF | 0.34 CHF | 121'619 | 20'000 | 125'285 | 19'809 | 37'577 CHF | 6'286 CHF | 98.76% | 98.76% |
14.05.2024 | 5.62% | 0.33 CHF | 0.35 CHF | 120'787 | 20'000 | 126'701 | 20'000 | 38'977 CHF | 6'515 CHF | 100.00% | 100.00% |
13.05.2024 | 5.58% | 0.31 CHF | 0.32 CHF | 127'744 | 20'000 | 124'147 | 20'000 | 39'279 CHF | 6'693 CHF | 100.00% | 100.00% |
10.05.2024 | 4.87% | 0.32 CHF | 0.33 CHF | 123'925 | 20'000 | 123'279 | 20'000 | 39'645 CHF | 6'754 CHF | 100.00% | 100.00% |
08.05.2024 | 5.78% | 0.31 CHF | 0.32 CHF | 127'419 | 20'000 | 129'704 | 20'000 | 38'542 CHF | 6'297 CHF | 100.00% | 100.00% |
07.05.2024 | 5.86% | 0.29 CHF | 0.31 CHF | 132'921 | 20'000 | 139'278 | 20'000 | 37'538 CHF | 5'718 CHF | 98.93% | 98.93% |
06.05.2024 | 6.60% | 0.26 CHF | 0.28 CHF | 139'967 | 20'000 | 140'771 | 20'000 | 36'881 CHF | 5'598 CHF | 100.00% | 100.00% |
03.05.2024 | 6.41% | 0.26 CHF | 0.28 CHF | 140'873 | 20'000 | 142'357 | 20'000 | 37'145 CHF | 5'569 CHF | 98.64% | 98.64% |
02.05.2024 | 6.46% | 0.26 CHF | 0.28 CHF | 145'479 | 20'000 | 143'034 | 20'000 | 37'794 CHF | 5'638 CHF | 99.13% | 99.13% |