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 | 8.13% | 0.37 CHF | 0.40 CHF | 125'841 | 75'000 | 123'634 | 75'000 | 47'378 CHF | 31'179 CHF | 99.30% | 99.30% |
15.05.2024 | 7.97% | 0.38 CHF | 0.41 CHF | 126'607 | 75'000 | 125'844 | 74'242 | 46'831 CHF | 29'905 CHF | 98.93% | 98.93% |
14.05.2024 | 7.36% | 0.37 CHF | 0.41 CHF | 127'591 | 75'000 | 125'378 | 74'043 | 46'720 CHF | 29'707 CHF | 99.99% | 99.99% |
13.05.2024 | 7.86% | 0.36 CHF | 0.38 CHF | 131'643 | 75'000 | 126'029 | 75'000 | 48'066 CHF | 30'964 CHF | 100.00% | 100.00% |
10.05.2024 | 7.65% | 0.39 CHF | 0.43 CHF | 124'379 | 75'000 | 125'586 | 75'000 | 48'696 CHF | 31'410 CHF | 100.00% | 100.00% |
08.05.2024 | 6.53% | 0.37 CHF | 0.39 CHF | 130'447 | 75'000 | 131'298 | 75'000 | 47'729 CHF | 29'116 CHF | 100.00% | 100.00% |
07.05.2024 | 7.39% | 0.36 CHF | 0.39 CHF | 130'825 | 75'000 | 126'195 | 75'000 | 48'583 CHF | 31'113 CHF | 96.44% | 96.44% |
06.05.2024 | 7.28% | 0.38 CHF | 0.42 CHF | 126'050 | 75'000 | 127'792 | 75'000 | 48'709 CHF | 30'794 CHF | 100.00% | 100.00% |
03.05.2024 | 7.03% | 0.35 CHF | 0.37 CHF | 133'643 | 75'000 | 139'245 | 75'000 | 46'194 CHF | 26'702 CHF | 98.62% | 98.62% |
02.05.2024 | 6.36% | 0.33 CHF | 0.35 CHF | 141'896 | 75'000 | 144'073 | 75'000 | 46'148 CHF | 25'602 CHF | 99.12% | 99.12% |