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 | 4.00% | 0.24 CHF | 0.25 CHF | 194'824 | 75'000 | 194'308 | 75'000 | 47'564 CHF | 19'109 CHF | 99.32% | 99.32% |
15.05.2024 | 4.23% | 0.24 CHF | 0.25 CHF | 195'845 | 75'000 | 196'635 | 74'243 | 45'791 CHF | 18'032 CHF | 98.94% | 98.94% |
14.05.2024 | 4.25% | 0.24 CHF | 0.25 CHF | 196'505 | 75'000 | 197'496 | 75'000 | 45'506 CHF | 18'034 CHF | 100.00% | 100.00% |
13.05.2024 | 4.66% | 0.21 CHF | 0.22 CHF | 199'852 | 75'000 | 200'237 | 75'000 | 42'058 CHF | 16'508 CHF | 100.00% | 100.00% |
10.05.2024 | 4.27% | 0.22 CHF | 0.23 CHF | 198'297 | 75'000 | 197'743 | 75'000 | 45'359 CHF | 17'955 CHF | 100.00% | 100.00% |
08.05.2024 | 3.63% | 0.27 CHF | 0.28 CHF | 190'000 | 75'000 | 189'828 | 75'000 | 51'285 CHF | 21'013 CHF | 100.00% | 100.00% |
07.05.2024 | 3.56% | 0.27 CHF | 0.28 CHF | 190'000 | 75'000 | 182'833 | 75'000 | 50'498 CHF | 21'478 CHF | 92.38% | 92.38% |
06.05.2024 | 3.72% | 0.26 CHF | 0.27 CHF | 192'697 | 75'000 | 191'752 | 75'000 | 50'586 CHF | 20'539 CHF | 91.86% | 91.86% |
03.05.2024 | 3.68% | 0.26 CHF | 0.27 CHF | 192'846 | 75'000 | 190'204 | 75'000 | 50'676 CHF | 20'742 CHF | 95.94% | 95.94% |
02.05.2024 | 3.91% | 0.26 CHF | 0.27 CHF | 195'549 | 75'000 | 195'444 | 75'000 | 48'984 CHF | 19'547 CHF | 99.13% | 99.13% |