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 | 4.43% | 0.20 CHF | 0.21 CHF | 159'225 | 25'000 | 160'085 | 25'000 | 35'411 CHF | 5'779 CHF | 98.79% | 98.79% |
15.05.2024 | 5.10% | 0.18 CHF | 0.19 CHF | 158'079 | 25'000 | 158'700 | 24'950 | 30'441 CHF | 5'035 CHF | 98.95% | 98.95% |
14.05.2024 | 4.40% | 0.21 CHF | 0.22 CHF | 160'219 | 25'000 | 160'877 | 25'000 | 35'822 CHF | 5'816 CHF | 100.00% | 100.00% |
13.05.2024 | 4.56% | 0.21 CHF | 0.22 CHF | 160'113 | 25'000 | 160'281 | 25'000 | 34'376 CHF | 5'612 CHF | 100.00% | 100.00% |
10.05.2024 | 5.22% | 0.20 CHF | 0.21 CHF | 159'339 | 25'000 | 158'667 | 25'000 | 29'645 CHF | 4'921 CHF | 100.00% | 100.00% |
08.05.2024 | 5.06% | 0.21 CHF | 0.22 CHF | 160'569 | 25'000 | 159'384 | 25'000 | 31'133 CHF | 5'130 CHF | 100.00% | 100.00% |
07.05.2024 | 5.83% | 0.17 CHF | 0.18 CHF | 157'909 | 25'000 | 159'307 | 21'459 | 31'432 CHF | 4'457 CHF | 98.92% | 98.92% |
06.05.2024 | 3.87% | 0.25 CHF | 0.26 CHF | 162'172 | 25'000 | 161'379 | 24'933 | 40'924 CHF | 6'572 CHF | 100.00% | 100.00% |
03.05.2024 | 6.03% | 0.27 CHF | 0.29 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 3'442 CHF | 3'656 CHF | 98.63% | 98.63% |
02.05.2024 | 6.30% | 0.28 CHF | 0.30 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 3'383 CHF | 3'603 CHF | 99.13% | 99.13% |