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 | 4.77% | 0.20 CHF | 0.21 CHF | 194'824 | 75'000 | 194'200 | 75'000 | 39'724 CHF | 16'092 CHF | 98.61% | 98.61% |
15.05.2024 | 5.13% | 0.20 CHF | 0.21 CHF | 196'192 | 75'000 | 196'658 | 74'243 | 37'792 CHF | 15'015 CHF | 98.94% | 98.94% |
14.05.2024 | 5.17% | 0.20 CHF | 0.21 CHF | 196'365 | 75'000 | 197'509 | 75'000 | 37'241 CHF | 14'895 CHF | 100.00% | 100.00% |
13.05.2024 | 5.73% | 0.17 CHF | 0.18 CHF | 199'852 | 75'000 | 200'237 | 75'000 | 34'048 CHF | 13'508 CHF | 100.00% | 100.00% |
10.05.2024 | 5.15% | 0.18 CHF | 0.19 CHF | 198'297 | 75'000 | 197'743 | 75'000 | 37'450 CHF | 14'955 CHF | 100.00% | 100.00% |
08.05.2024 | 4.25% | 0.23 CHF | 0.24 CHF | 192'065 | 75'000 | 192'202 | 75'000 | 44'221 CHF | 18'006 CHF | 100.00% | 100.00% |
07.05.2024 | 4.16% | 0.23 CHF | 0.24 CHF | 192'532 | 75'000 | 191'733 | 75'000 | 45'140 CHF | 18'409 CHF | 98.82% | 98.82% |
06.05.2024 | 4.42% | 0.22 CHF | 0.23 CHF | 192'370 | 75'000 | 192'653 | 75'000 | 42'602 CHF | 17'335 CHF | 100.00% | 100.00% |
03.05.2024 | 4.33% | 0.22 CHF | 0.23 CHF | 192'846 | 75'000 | 192'193 | 75'000 | 43'488 CHF | 17'722 CHF | 98.63% | 98.63% |
02.05.2024 | 4.65% | 0.21 CHF | 0.22 CHF | 195'164 | 75'000 | 195'190 | 75'000 | 40'993 CHF | 16'501 CHF | 99.13% | 99.13% |