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 | 4.53% | 0.21 CHF | 0.22 CHF | 195'217 | 75'000 | 194'477 | 75'000 | 41'999 CHF | 16'947 CHF | 99.32% | 99.32% |
15.05.2024 | 4.79% | 0.21 CHF | 0.22 CHF | 196'059 | 75'000 | 196'922 | 74'733 | 40'146 CHF | 15'983 CHF | 97.97% | 97.97% |
14.05.2024 | 4.80% | 0.21 CHF | 0.22 CHF | 195'541 | 75'000 | 197'536 | 75'000 | 40'227 CHF | 16'025 CHF | 99.98% | 99.98% |
13.05.2024 | 5.37% | 0.19 CHF | 0.20 CHF | 199'608 | 75'000 | 200'305 | 75'000 | 36'379 CHF | 14'376 CHF | 100.00% | 100.00% |
10.05.2024 | 4.85% | 0.19 CHF | 0.20 CHF | 199'330 | 75'000 | 197'863 | 75'000 | 39'848 CHF | 15'856 CHF | 100.00% | 100.00% |
08.05.2024 | 4.00% | 0.24 CHF | 0.25 CHF | 192'093 | 75'000 | 192'102 | 75'000 | 47'111 CHF | 19'143 CHF | 100.00% | 100.00% |
07.05.2024 | 3.99% | 0.24 CHF | 0.25 CHF | 192'376 | 75'000 | 191'970 | 75'000 | 47'239 CHF | 19'207 CHF | 98.92% | 98.92% |
06.05.2024 | 4.14% | 0.23 CHF | 0.24 CHF | 193'011 | 75'000 | 192'609 | 75'000 | 45'585 CHF | 18'501 CHF | 100.00% | 100.00% |
03.05.2024 | 4.14% | 0.23 CHF | 0.24 CHF | 192'846 | 75'000 | 192'355 | 75'000 | 45'529 CHF | 18'503 CHF | 98.63% | 98.63% |
02.05.2024 | 4.42% | 0.23 CHF | 0.24 CHF | 195'516 | 75'000 | 195'497 | 75'000 | 43'302 CHF | 17'362 CHF | 99.13% | 99.13% |