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 | 5.32% | 0.18 CHF | 0.19 CHF | 194'828 | 75'000 | 194'113 | 75'000 | 35'536 CHF | 14'480 CHF | 99.32% | 99.32% |
15.05.2024 | 5.77% | 0.18 CHF | 0.19 CHF | 195'550 | 75'000 | 196'692 | 74'243 | 33'153 CHF | 13'258 CHF | 98.94% | 98.94% |
14.05.2024 | 5.81% | 0.17 CHF | 0.18 CHF | 196'259 | 75'000 | 197'424 | 75'000 | 33'014 CHF | 13'294 CHF | 100.00% | 100.00% |
13.05.2024 | 6.62% | 0.15 CHF | 0.16 CHF | 199'133 | 75'000 | 200'554 | 75'000 | 29'393 CHF | 11'746 CHF | 100.00% | 100.00% |
10.05.2024 | 5.88% | 0.15 CHF | 0.16 CHF | 199'608 | 75'000 | 197'530 | 75'000 | 32'635 CHF | 13'143 CHF | 100.00% | 100.00% |
08.05.2024 | 4.67% | 0.20 CHF | 0.21 CHF | 192'737 | 75'000 | 192'666 | 75'000 | 40'295 CHF | 16'436 CHF | 100.00% | 100.00% |
07.05.2024 | 4.60% | 0.20 CHF | 0.21 CHF | 192'327 | 75'000 | 191'573 | 75'000 | 40'729 CHF | 16'697 CHF | 98.82% | 98.82% |
06.05.2024 | 4.89% | 0.20 CHF | 0.21 CHF | 193'211 | 75'000 | 192'869 | 75'000 | 38'470 CHF | 15'710 CHF | 100.00% | 100.00% |
03.05.2024 | 4.81% | 0.20 CHF | 0.21 CHF | 191'909 | 75'000 | 192'538 | 75'000 | 39'104 CHF | 15'982 CHF | 98.64% | 98.64% |
02.05.2024 | 5.18% | 0.19 CHF | 0.20 CHF | 196'441 | 75'000 | 196'246 | 75'000 | 36'918 CHF | 14'859 CHF | 99.12% | 99.12% |