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 | 6.41% | 0.15 CHF | 0.16 CHF | 194'436 | 75'000 | 194'284 | 75'000 | 29'373 CHF | 12'090 CHF | 99.32% | 99.32% |
15.05.2024 | 7.02% | 0.15 CHF | 0.16 CHF | 195'550 | 75'000 | 196'980 | 74'243 | 27'154 CHF | 10'978 CHF | 98.95% | 98.95% |
14.05.2024 | 7.07% | 0.14 CHF | 0.15 CHF | 196'237 | 75'000 | 197'373 | 75'000 | 26'974 CHF | 11'002 CHF | 100.00% | 100.00% |
13.05.2024 | 8.32% | 0.12 CHF | 0.13 CHF | 199'133 | 75'000 | 200'506 | 75'000 | 23'265 CHF | 9'457 CHF | 100.00% | 100.00% |
10.05.2024 | 7.15% | 0.12 CHF | 0.13 CHF | 199'608 | 75'000 | 197'530 | 75'000 | 26'709 CHF | 10'893 CHF | 100.00% | 100.00% |
08.05.2024 | 5.49% | 0.17 CHF | 0.18 CHF | 192'489 | 75'000 | 192'517 | 75'000 | 34'157 CHF | 14'057 CHF | 100.00% | 100.00% |
07.05.2024 | 5.40% | 0.17 CHF | 0.18 CHF | 192'327 | 75'000 | 191'506 | 75'000 | 34'594 CHF | 14'300 CHF | 98.82% | 98.82% |
06.05.2024 | 5.75% | 0.17 CHF | 0.18 CHF | 193'211 | 75'000 | 192'841 | 75'000 | 32'589 CHF | 13'426 CHF | 100.00% | 100.00% |
03.05.2024 | 5.65% | 0.17 CHF | 0.18 CHF | 191'796 | 75'000 | 192'380 | 75'000 | 33'130 CHF | 13'666 CHF | 98.64% | 98.64% |
02.05.2024 | 6.15% | 0.16 CHF | 0.17 CHF | 196'389 | 75'000 | 195'995 | 75'000 | 30'895 CHF | 12'573 CHF | 99.12% | 99.12% |