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 | 3.44% | 0.28 CHF | 0.29 CHF | 180'000 | 75'000 | 180'000 | 75'000 | 51'473 CHF | 22'197 CHF | 99.32% | 99.32% |
15.05.2024 | 3.59% | 0.29 CHF | 0.30 CHF | 180'000 | 75'000 | 185'863 | 74'730 | 50'895 CHF | 21'226 CHF | 96.88% | 96.88% |
14.05.2024 | 3.59% | 0.28 CHF | 0.29 CHF | 180'000 | 75'000 | 186'524 | 75'000 | 51'042 CHF | 21'286 CHF | 96.85% | 96.85% |
13.05.2024 | 3.90% | 0.26 CHF | 0.27 CHF | 198'758 | 75'000 | 200'390 | 75'000 | 50'408 CHF | 19'622 CHF | 87.19% | 87.19% |
10.05.2024 | 3.61% | 0.26 CHF | 0.27 CHF | 199'330 | 75'000 | 188'126 | 75'000 | 51'187 CHF | 21'169 CHF | 99.54% | 99.54% |
08.05.2024 | 3.12% | 0.31 CHF | 0.32 CHF | 170'000 | 75'000 | 164'756 | 75'000 | 51'913 CHF | 24'393 CHF | 100.00% | 100.00% |
07.05.2024 | 3.12% | 0.31 CHF | 0.32 CHF | 170'000 | 75'000 | 162'845 | 75'000 | 51'446 CHF | 24'457 CHF | 98.92% | 98.92% |
06.05.2024 | 3.21% | 0.30 CHF | 0.31 CHF | 170'000 | 75'000 | 170'280 | 75'000 | 52'214 CHF | 23'751 CHF | 100.00% | 100.00% |
03.05.2024 | 3.21% | 0.30 CHF | 0.31 CHF | 170'000 | 75'000 | 168'894 | 75'000 | 51'855 CHF | 23'783 CHF | 98.64% | 98.64% |
02.05.2024 | 3.35% | 0.30 CHF | 0.31 CHF | 170'000 | 75'000 | 176'241 | 75'000 | 51'749 CHF | 22'782 CHF | 99.12% | 99.12% |