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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 4.87% | 0.19 CHF | 0.20 CHF | 160'205 | 25'000 | 160'854 | 25'000 | 32'275 CHF | 5'265 CHF | 100.00% | 100.00% |
13.05.2024 | 5.10% | 0.19 CHF | 0.20 CHF | 159'753 | 25'000 | 160'083 | 25'000 | 30'633 CHF | 5'034 CHF | 100.00% | 100.00% |
10.05.2024 | 5.90% | 0.18 CHF | 0.19 CHF | 159'420 | 25'000 | 158'557 | 25'000 | 26'120 CHF | 4'368 CHF | 100.00% | 100.00% |
08.05.2024 | 5.72% | 0.19 CHF | 0.20 CHF | 160'611 | 25'000 | 159'374 | 25'000 | 27'576 CHF | 4'572 CHF | 100.00% | 100.00% |
07.05.2024 | 6.61% | 0.15 CHF | 0.16 CHF | 158'074 | 25'000 | 159'319 | 21'459 | 27'840 CHF | 3'976 CHF | 98.92% | 98.92% |
06.05.2024 | 4.23% | 0.22 CHF | 0.23 CHF | 161'847 | 25'000 | 161'374 | 24'933 | 37'384 CHF | 6'026 CHF | 100.00% | 100.00% |
03.05.2024 | 6.41% | 0.25 CHF | 0.27 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 3'156 CHF | 3'364 CHF | 98.64% | 98.64% |
02.05.2024 | 6.45% | 0.26 CHF | 0.27 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 3'100 CHF | 3'306 CHF | 97.12% | 97.12% |
30.04.2024 | 6.22% | 0.24 CHF | 0.26 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 3'183 CHF | 3'386 CHF | 100.00% | 100.00% |
29.04.2024 | 2.80% | 0.34 CHF | 0.35 CHF | 150'000 | 25'000 | 147'078 | 25'000 | 51'791 CHF | 9'057 CHF | 100.00% | 100.00% |