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 | 16.30% | 0.12 CHF | 0.14 CHF | 145'928 | 75'000 | 144'198 | 75'000 | 18'744 CHF | 11'478 CHF | 99.30% | 99.30% |
15.05.2024 | 15.74% | 0.13 CHF | 0.15 CHF | 148'160 | 75'000 | 149'329 | 74'671 | 18'210 CHF | 10'657 CHF | 98.08% | 98.08% |
14.05.2024 | 15.91% | 0.13 CHF | 0.15 CHF | 157'869 | 75'000 | 150'136 | 74'043 | 19'359 CHF | 11'196 CHF | 99.99% | 99.99% |
13.05.2024 | 15.32% | 0.12 CHF | 0.14 CHF | 166'373 | 75'000 | 150'558 | 75'000 | 20'469 CHF | 11'907 CHF | 100.00% | 100.00% |
10.05.2024 | 16.11% | 0.15 CHF | 0.17 CHF | 143'301 | 75'000 | 149'660 | 75'000 | 21'006 CHF | 12'378 CHF | 100.00% | 100.00% |
08.05.2024 | 16.14% | 0.13 CHF | 0.15 CHF | 162'088 | 75'000 | 164'623 | 75'000 | 20'557 CHF | 11'027 CHF | 100.00% | 100.00% |
07.05.2024 | 14.11% | 0.13 CHF | 0.15 CHF | 163'388 | 75'000 | 149'889 | 75'000 | 21'548 CHF | 12'452 CHF | 96.44% | 96.44% |
06.05.2024 | 14.14% | 0.14 CHF | 0.17 CHF | 152'239 | 75'000 | 155'452 | 75'000 | 22'055 CHF | 12'307 CHF | 100.00% | 100.00% |
03.05.2024 | 19.75% | 0.12 CHF | 0.14 CHF | 172'766 | 75'000 | 186'945 | 75'000 | 19'729 CHF | 9'670 CHF | 98.63% | 98.63% |
02.05.2024 | 19.40% | 0.10 CHF | 0.13 CHF | 192'479 | 75'000 | 197'881 | 75'000 | 19'658 CHF | 9'053 CHF | 99.12% | 99.12% |