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 | 7.82% | 0.12 CHF | 0.13 CHF | 194'828 | 75'000 | 194'113 | 75'000 | 23'889 CHF | 9'980 CHF | 99.32% | 99.32% |
15.05.2024 | 8.84% | 0.12 CHF | 0.13 CHF | 195'550 | 75'000 | 196'692 | 74'243 | 21'352 CHF | 8'803 CHF | 98.95% | 98.95% |
14.05.2024 | 8.94% | 0.11 CHF | 0.12 CHF | 196'259 | 75'000 | 197'424 | 75'000 | 21'169 CHF | 8'794 CHF | 100.00% | 100.00% |
13.05.2024 | 11.05% | 0.09 CHF | 0.10 CHF | 199'133 | 75'000 | 200'554 | 75'000 | 17'360 CHF | 7'246 CHF | 100.00% | 100.00% |
10.05.2024 | 9.03% | 0.09 CHF | 0.10 CHF | 199'608 | 75'000 | 197'649 | 75'000 | 20'978 CHF | 8'713 CHF | 100.00% | 100.00% |
08.05.2024 | 6.49% | 0.14 CHF | 0.15 CHF | 192'737 | 75'000 | 192'666 | 75'000 | 28'735 CHF | 11'936 CHF | 100.00% | 100.00% |
07.05.2024 | 6.36% | 0.14 CHF | 0.15 CHF | 192'327 | 75'000 | 191'571 | 75'000 | 29'234 CHF | 12'197 CHF | 98.82% | 98.82% |
06.05.2024 | 6.93% | 0.14 CHF | 0.15 CHF | 193'211 | 75'000 | 192'873 | 75'000 | 26'898 CHF | 11'210 CHF | 100.00% | 100.00% |
03.05.2024 | 6.76% | 0.14 CHF | 0.15 CHF | 191'909 | 75'000 | 192'538 | 75'000 | 27'551 CHF | 11'483 CHF | 98.63% | 98.63% |
02.05.2024 | 7.52% | 0.13 CHF | 0.14 CHF | 196'441 | 75'000 | 196'246 | 75'000 | 25'143 CHF | 10'359 CHF | 99.13% | 99.13% |