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 | 4.82% | 0.20 CHF | 0.21 CHF | 126'935 | 75'000 | 126'800 | 75'000 | 25'747 CHF | 15'980 CHF | 99.25% | 99.25% |
15.05.2024 | 4.97% | 0.22 CHF | 0.23 CHF | 126'622 | 75'000 | 127'189 | 74'254 | 25'496 CHF | 15'637 CHF | 98.90% | 98.90% |
14.05.2024 | 4.75% | 0.21 CHF | 0.22 CHF | 126'904 | 75'000 | 127'379 | 75'000 | 26'309 CHF | 16'246 CHF | 100.00% | 100.00% |
13.05.2024 | 5.08% | 0.18 CHF | 0.19 CHF | 128'028 | 75'000 | 127'637 | 75'000 | 24'585 CHF | 15'200 CHF | 100.00% | 100.00% |
10.05.2024 | 4.42% | 0.23 CHF | 0.24 CHF | 126'887 | 75'000 | 126'809 | 75'000 | 28'098 CHF | 17'368 CHF | 100.00% | 100.00% |
08.05.2024 | 4.76% | 0.20 CHF | 0.21 CHF | 127'617 | 75'000 | 127'633 | 75'000 | 26'220 CHF | 16'158 CHF | 100.00% | 100.00% |
07.05.2024 | 5.47% | 0.20 CHF | 0.21 CHF | 127'751 | 75'000 | 128'513 | 75'000 | 22'913 CHF | 14'124 CHF | 96.43% | 96.43% |
06.05.2024 | 5.36% | 0.17 CHF | 0.18 CHF | 128'628 | 75'000 | 128'057 | 75'000 | 23'295 CHF | 14'395 CHF | 100.00% | 100.00% |
03.05.2024 | 5.72% | 0.18 CHF | 0.19 CHF | 128'005 | 75'000 | 128'603 | 75'000 | 21'903 CHF | 13'528 CHF | 97.93% | 97.93% |
02.05.2024 | 6.25% | 0.16 CHF | 0.17 CHF | 130'078 | 75'000 | 130'025 | 75'000 | 20'228 CHF | 12'420 CHF | 99.40% | 99.40% |