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 | 4.10% | 0.24 CHF | 0.25 CHF | 194'015 | 75'000 | 194'279 | 75'000 | 46'435 CHF | 18'677 CHF | 99.32% | 99.32% |
15.05.2024 | 4.30% | 0.24 CHF | 0.25 CHF | 195'538 | 75'000 | 196'835 | 74'243 | 44'793 CHF | 17'638 CHF | 98.95% | 98.95% |
14.05.2024 | 4.33% | 0.23 CHF | 0.24 CHF | 196'237 | 75'000 | 197'349 | 75'000 | 44'664 CHF | 17'726 CHF | 100.00% | 100.00% |
13.05.2024 | 4.77% | 0.21 CHF | 0.22 CHF | 198'693 | 75'000 | 200'506 | 75'000 | 41'140 CHF | 16'143 CHF | 100.00% | 100.00% |
10.05.2024 | 4.38% | 0.21 CHF | 0.22 CHF | 199'608 | 75'000 | 197'372 | 75'000 | 44'160 CHF | 17'533 CHF | 100.00% | 100.00% |
08.05.2024 | 3.69% | 0.26 CHF | 0.27 CHF | 192'489 | 75'000 | 190'974 | 75'000 | 50'875 CHF | 20'732 CHF | 93.74% | 93.74% |
07.05.2024 | 3.64% | 0.26 CHF | 0.27 CHF | 192'327 | 75'000 | 187'885 | 75'000 | 50'690 CHF | 20'999 CHF | 97.14% | 97.14% |
06.05.2024 | 3.80% | 0.25 CHF | 0.26 CHF | 193'168 | 75'000 | 192'799 | 75'000 | 49'832 CHF | 20'136 CHF | 97.42% | 97.42% |
03.05.2024 | 3.77% | 0.25 CHF | 0.26 CHF | 193'219 | 75'000 | 191'962 | 75'000 | 49'941 CHF | 20'264 CHF | 88.50% | 88.50% |
02.05.2024 | 4.01% | 0.25 CHF | 0.26 CHF | 196'154 | 75'000 | 196'031 | 75'000 | 47'973 CHF | 19'105 CHF | 99.12% | 99.12% |