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 | 4.34% | 0.24 CHF | 0.25 CHF | 162'649 | 50'000 | 162'415 | 50'000 | 40'296 CHF | 12'962 CHF | 97.42% | 97.42% |
15.05.2024 | 4.74% | 0.23 CHF | 0.24 CHF | 168'042 | 50'000 | 176'931 | 49'423 | 38'381 CHF | 11'262 CHF | 87.60% | 87.60% |
14.05.2024 | 5.41% | 0.21 CHF | 0.22 CHF | 180'436 | 50'000 | 182'643 | 49'361 | 37'409 CHF | 10'674 CHF | 99.99% | 99.99% |
13.05.2024 | 5.92% | 0.19 CHF | 0.20 CHF | 195'225 | 50'000 | 203'535 | 50'000 | 37'441 CHF | 9'762 CHF | 99.69% | 99.69% |
10.05.2024 | 5.43% | 0.19 CHF | 0.20 CHF | 200'560 | 50'000 | 198'072 | 50'000 | 36'399 CHF | 9'702 CHF | 100.00% | 100.00% |
08.05.2024 | 5.13% | 0.20 CHF | 0.21 CHF | 197'028 | 50'000 | 191'706 | 50'000 | 38'645 CHF | 10'620 CHF | 100.00% | 100.00% |
07.05.2024 | 5.38% | 0.19 CHF | 0.20 CHF | 202'698 | 50'000 | 192'811 | 50'000 | 38'185 CHF | 10'458 CHF | 96.44% | 96.44% |
06.05.2024 | 5.19% | 0.21 CHF | 0.22 CHF | 188'285 | 50'000 | 182'550 | 50'000 | 38'496 CHF | 11'116 CHF | 100.00% | 100.00% |
03.05.2024 | 4.94% | 0.21 CHF | 0.22 CHF | 180'837 | 50'000 | 169'281 | 50'000 | 39'737 CHF | 12'340 CHF | 98.63% | 98.63% |
02.05.2024 | 5.09% | 0.23 CHF | 0.24 CHF | 175'690 | 50'000 | 174'291 | 50'000 | 39'529 CHF | 11'932 CHF | 99.02% | 99.02% |