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 | 5.57% | 0.17 CHF | 0.18 CHF | 194'824 | 75'000 | 194'200 | 75'000 | 33'898 CHF | 13'842 CHF | 98.61% | 98.61% |
15.05.2024 | 6.05% | 0.17 CHF | 0.18 CHF | 196'192 | 75'000 | 196'658 | 74'243 | 31'892 CHF | 12'788 CHF | 98.95% | 98.95% |
14.05.2024 | 6.13% | 0.17 CHF | 0.18 CHF | 196'365 | 75'000 | 197'509 | 75'000 | 31'316 CHF | 12'645 CHF | 100.00% | 100.00% |
13.05.2024 | 6.95% | 0.14 CHF | 0.15 CHF | 199'864 | 75'000 | 200'018 | 75'000 | 27'849 CHF | 11'197 CHF | 100.00% | 100.00% |
10.05.2024 | 6.09% | 0.15 CHF | 0.16 CHF | 198'297 | 75'000 | 197'743 | 75'000 | 31'517 CHF | 12'705 CHF | 100.00% | 100.00% |
08.05.2024 | 4.88% | 0.20 CHF | 0.21 CHF | 192'065 | 75'000 | 192'202 | 75'000 | 38'455 CHF | 15'756 CHF | 100.00% | 100.00% |
07.05.2024 | 4.76% | 0.20 CHF | 0.21 CHF | 192'532 | 75'000 | 191'733 | 75'000 | 39'388 CHF | 16'159 CHF | 98.82% | 98.82% |
06.05.2024 | 5.02% | 0.19 CHF | 0.20 CHF | 192'697 | 75'000 | 192'674 | 75'000 | 37'422 CHF | 15'318 CHF | 100.00% | 100.00% |
03.05.2024 | 4.97% | 0.19 CHF | 0.20 CHF | 192'846 | 75'000 | 192'193 | 75'000 | 37'722 CHF | 15'472 CHF | 98.63% | 98.63% |
02.05.2024 | 5.40% | 0.18 CHF | 0.19 CHF | 195'164 | 75'000 | 195'190 | 75'000 | 35'138 CHF | 14'251 CHF | 99.13% | 99.13% |