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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 6.62% | 0.27 CHF | 0.29 CHF | 180'915 | 50'000 | 179'813 | 49'495 | 48'861 CHF | 14'371 CHF | 98.90% | 98.90% |
14.05.2024 | 6.39% | 0.27 CHF | 0.29 CHF | 178'251 | 50'000 | 178'198 | 50'000 | 48'501 CHF | 14'505 CHF | 100.00% | 100.00% |
13.05.2024 | 4.59% | 0.27 CHF | 0.29 CHF | 181'803 | 50'000 | 179'583 | 50'000 | 49'505 CHF | 14'432 CHF | 94.47% | 94.47% |
10.05.2024 | 4.80% | 0.28 CHF | 0.30 CHF | 177'761 | 50'000 | 177'270 | 50'000 | 49'636 CHF | 14'691 CHF | 100.00% | 100.00% |
08.05.2024 | 5.31% | 0.28 CHF | 0.29 CHF | 178'755 | 50'000 | 176'329 | 50'000 | 49'403 CHF | 14'775 CHF | 98.83% | 98.83% |
07.05.2024 | 7.08% | 0.28 CHF | 0.30 CHF | 177'580 | 50'000 | 181'782 | 50'000 | 49'084 CHF | 14'501 CHF | 67.76% | 67.76% |
06.05.2024 | 6.73% | 0.25 CHF | 0.27 CHF | 187'856 | 50'000 | 186'687 | 50'000 | 47'270 CHF | 13'540 CHF | 100.00% | 100.00% |
03.05.2024 | 5.52% | 0.25 CHF | 0.27 CHF | 187'418 | 50'000 | 186'068 | 50'000 | 48'144 CHF | 13'673 CHF | 97.93% | 97.93% |
02.05.2024 | 5.76% | 0.26 CHF | 0.28 CHF | 188'219 | 50'000 | 189'297 | 50'000 | 48'379 CHF | 13'540 CHF | 99.40% | 99.40% |
30.04.2024 | 6.11% | 0.26 CHF | 0.27 CHF | 188'848 | 50'000 | 188'005 | 50'000 | 49'862 CHF | 14'099 CHF | 99.99% | 99.99% |