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 | 8.26% | 0.25 CHF | 0.27 CHF | 154'040 | 75'000 | 150'557 | 75'000 | 38'897 CHF | 21'049 CHF | 99.30% | 99.30% |
15.05.2024 | 8.43% | 0.25 CHF | 0.28 CHF | 152'393 | 75'000 | 154'357 | 74'242 | 38'617 CHF | 20'200 CHF | 98.93% | 98.93% |
14.05.2024 | 8.41% | 0.25 CHF | 0.27 CHF | 157'540 | 75'000 | 151'709 | 74'043 | 38'093 CHF | 20'206 CHF | 99.99% | 99.99% |
13.05.2024 | 8.26% | 0.24 CHF | 0.26 CHF | 162'000 | 75'000 | 153'414 | 75'000 | 39'521 CHF | 20'993 CHF | 100.00% | 100.00% |
10.05.2024 | 8.22% | 0.27 CHF | 0.29 CHF | 148'613 | 75'000 | 152'218 | 75'000 | 39'953 CHF | 21'378 CHF | 100.00% | 100.00% |
08.05.2024 | 9.00% | 0.25 CHF | 0.27 CHF | 159'662 | 75'000 | 160'900 | 75'000 | 39'240 CHF | 20'027 CHF | 100.00% | 100.00% |
07.05.2024 | 8.57% | 0.25 CHF | 0.27 CHF | 160'131 | 75'000 | 152'716 | 75'000 | 39'983 CHF | 21'410 CHF | 96.44% | 96.44% |
06.05.2024 | 8.83% | 0.26 CHF | 0.28 CHF | 152'349 | 75'000 | 155'783 | 75'000 | 40'219 CHF | 21'179 CHF | 100.00% | 100.00% |
03.05.2024 | 10.23% | 0.23 CHF | 0.25 CHF | 165'638 | 75'000 | 174'346 | 75'000 | 38'402 CHF | 18'305 CHF | 98.63% | 98.63% |
02.05.2024 | 9.65% | 0.22 CHF | 0.24 CHF | 176'588 | 75'000 | 179'521 | 75'000 | 37'775 CHF | 17'384 CHF | 99.11% | 99.11% |