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 | 5.97% | 0.29 CHF | 0.31 CHF | 180'000 | 75'000 | 178'409 | 75'000 | 52'001 CHF | 23'213 CHF | 99.03% | 99.03% |
15.05.2024 | 5.43% | 0.31 CHF | 0.33 CHF | 170'000 | 75'000 | 175'121 | 74'496 | 51'358 CHF | 23'080 CHF | 98.90% | 98.90% |
14.05.2024 | 5.57% | 0.29 CHF | 0.31 CHF | 180'000 | 75'000 | 164'366 | 75'000 | 51'729 CHF | 25'032 CHF | 100.00% | 100.00% |
13.05.2024 | 5.36% | 0.33 CHF | 0.35 CHF | 160'000 | 75'000 | 158'395 | 75'000 | 52'439 CHF | 26'204 CHF | 100.00% | 100.00% |
10.05.2024 | 5.20% | 0.32 CHF | 0.33 CHF | 160'000 | 75'000 | 160'240 | 75'000 | 51'657 CHF | 25'468 CHF | 100.00% | 100.00% |
08.05.2024 | 5.40% | 0.32 CHF | 0.33 CHF | 160'000 | 75'000 | 161'480 | 75'000 | 51'422 CHF | 25'217 CHF | 98.83% | 98.83% |
07.05.2024 | 5.51% | 0.31 CHF | 0.33 CHF | 170'000 | 75'000 | 163'461 | 75'000 | 51'702 CHF | 25'079 CHF | 96.43% | 96.43% |
06.05.2024 | 5.28% | 0.32 CHF | 0.34 CHF | 160'000 | 75'000 | 160'546 | 75'000 | 51'733 CHF | 25'480 CHF | 100.00% | 100.00% |
03.05.2024 | 5.65% | 0.31 CHF | 0.33 CHF | 170'000 | 75'000 | 168'613 | 75'000 | 52'266 CHF | 24'607 CHF | 97.93% | 97.93% |
02.05.2024 | 5.74% | 0.28 CHF | 0.30 CHF | 180'000 | 75'000 | 181'621 | 75'000 | 50'825 CHF | 22'236 CHF | 99.40% | 99.40% |