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 | 5.03% | 0.19 CHF | 0.20 CHF | 194'784 | 75'000 | 193'987 | 75'000 | 37'635 CHF | 15'301 CHF | 99.32% | 99.32% |
15.05.2024 | 5.42% | 0.19 CHF | 0.20 CHF | 195'977 | 75'000 | 196'743 | 74'243 | 35'372 CHF | 14'093 CHF | 98.95% | 98.95% |
14.05.2024 | 5.49% | 0.18 CHF | 0.19 CHF | 196'408 | 75'000 | 197'386 | 75'000 | 35'020 CHF | 14'059 CHF | 100.00% | 100.00% |
13.05.2024 | 6.18% | 0.16 CHF | 0.17 CHF | 199'864 | 75'000 | 200'177 | 75'000 | 31'495 CHF | 12'555 CHF | 100.00% | 100.00% |
10.05.2024 | 5.53% | 0.16 CHF | 0.17 CHF | 199'608 | 75'000 | 197'649 | 75'000 | 34'813 CHF | 13'963 CHF | 100.00% | 100.00% |
08.05.2024 | 4.44% | 0.22 CHF | 0.23 CHF | 192'624 | 75'000 | 192'656 | 75'000 | 42'384 CHF | 17'250 CHF | 100.00% | 100.00% |
07.05.2024 | 4.39% | 0.21 CHF | 0.22 CHF | 192'532 | 75'000 | 191'638 | 75'000 | 42'708 CHF | 17'467 CHF | 98.82% | 98.82% |
06.05.2024 | 4.66% | 0.21 CHF | 0.22 CHF | 193'355 | 75'000 | 192'871 | 75'000 | 40'482 CHF | 16'492 CHF | 100.00% | 100.00% |
03.05.2024 | 4.55% | 0.21 CHF | 0.22 CHF | 192'846 | 75'000 | 192'527 | 75'000 | 41'331 CHF | 16'851 CHF | 98.64% | 98.64% |
02.05.2024 | 4.88% | 0.20 CHF | 0.21 CHF | 196'119 | 75'000 | 196'119 | 75'000 | 39'224 CHF | 15'750 CHF | 99.12% | 99.12% |