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 | 4.08% | 0.25 CHF | 0.26 CHF | 135'085 | 75'000 | 134'911 | 75'000 | 32'462 CHF | 18'796 CHF | 98.70% | 98.70% |
15.05.2024 | 3.76% | 0.26 CHF | 0.27 CHF | 134'668 | 75'000 | 134'710 | 74'243 | 35'891 CHF | 20'534 CHF | 98.94% | 98.94% |
14.05.2024 | 4.22% | 0.25 CHF | 0.26 CHF | 135'204 | 75'000 | 127'661 | 72'041 | 31'955 CHF | 18'786 CHF | 100.00% | 100.00% |
13.05.2024 | 3.40% | 0.28 CHF | 0.29 CHF | 134'787 | 75'000 | 134'495 | 75'000 | 38'986 CHF | 22'492 CHF | 99.19% | 99.19% |
10.05.2024 | 3.97% | 0.24 CHF | 0.25 CHF | 135'638 | 75'000 | 135'404 | 75'000 | 33'514 CHF | 19'315 CHF | 100.00% | 100.00% |
08.05.2024 | 5.15% | 0.18 CHF | 0.19 CHF | 137'045 | 75'000 | 136'949 | 75'000 | 25'980 CHF | 14'980 CHF | 99.38% | 99.38% |
07.05.2024 | 5.62% | 0.18 CHF | 0.19 CHF | 136'786 | 75'000 | 137'041 | 75'000 | 23'815 CHF | 13'785 CHF | 97.28% | 97.28% |
06.05.2024 | 5.56% | 0.16 CHF | 0.17 CHF | 137'061 | 75'000 | 136'707 | 75'000 | 23'951 CHF | 13'890 CHF | 100.00% | 100.00% |
03.05.2024 | 6.50% | 0.15 CHF | 0.16 CHF | 137'217 | 75'000 | 137'498 | 75'000 | 20'642 CHF | 12'013 CHF | 98.63% | 98.63% |
02.05.2024 | 7.53% | 0.14 CHF | 0.15 CHF | 138'718 | 75'000 | 138'815 | 75'000 | 18'171 CHF | 10'572 CHF | 99.13% | 99.13% |