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 | 4.39% | 0.22 CHF | 0.23 CHF | 194'828 | 75'000 | 194'113 | 75'000 | 43'300 CHF | 17'480 CHF | 99.32% | 99.32% |
15.05.2024 | 4.69% | 0.22 CHF | 0.23 CHF | 195'550 | 75'000 | 196'692 | 74'243 | 41'021 CHF | 16'228 CHF | 98.94% | 98.94% |
14.05.2024 | 4.72% | 0.21 CHF | 0.22 CHF | 196'259 | 75'000 | 197'424 | 75'000 | 40'911 CHF | 16'294 CHF | 100.00% | 100.00% |
13.05.2024 | 5.23% | 0.19 CHF | 0.20 CHF | 199'133 | 75'000 | 200'554 | 75'000 | 37'415 CHF | 14'746 CHF | 100.00% | 100.00% |
10.05.2024 | 4.76% | 0.19 CHF | 0.20 CHF | 199'608 | 75'000 | 197'530 | 75'000 | 40'536 CHF | 16'143 CHF | 100.00% | 100.00% |
08.05.2024 | 3.94% | 0.24 CHF | 0.25 CHF | 192'737 | 75'000 | 192'666 | 75'000 | 48'002 CHF | 19'436 CHF | 100.00% | 100.00% |
07.05.2024 | 3.89% | 0.24 CHF | 0.25 CHF | 192'327 | 75'000 | 191'571 | 75'000 | 48'391 CHF | 19'697 CHF | 98.82% | 98.82% |
06.05.2024 | 4.09% | 0.24 CHF | 0.25 CHF | 193'211 | 75'000 | 192'869 | 75'000 | 46'185 CHF | 18'710 CHF | 100.00% | 100.00% |
03.05.2024 | 4.03% | 0.24 CHF | 0.25 CHF | 191'909 | 75'000 | 192'538 | 75'000 | 46'805 CHF | 18'982 CHF | 98.64% | 98.64% |
02.05.2024 | 4.29% | 0.23 CHF | 0.24 CHF | 196'441 | 75'000 | 196'246 | 75'000 | 44'768 CHF | 17'859 CHF | 99.12% | 99.12% |