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 | 4.84% | 0.28 CHF | 0.29 CHF | 180'000 | 75'000 | 178'050 | 75'000 | 51'834 CHF | 22'926 CHF | 94.32% | 94.32% |
15.05.2024 | 5.02% | 0.29 CHF | 0.31 CHF | 180'000 | 75'000 | 178'511 | 74'427 | 51'458 CHF | 22'563 CHF | 87.05% | 87.05% |
14.05.2024 | 5.80% | 0.27 CHF | 0.28 CHF | 190'000 | 75'000 | 198'835 | 75'000 | 51'169 CHF | 20'456 CHF | 98.32% | 98.32% |
13.05.2024 | 5.32% | 0.27 CHF | 0.28 CHF | 190'000 | 75'000 | 194'718 | 75'000 | 51'630 CHF | 20'981 CHF | 100.00% | 100.00% |
10.05.2024 | 5.27% | 0.27 CHF | 0.28 CHF | 190'000 | 75'000 | 193'313 | 75'000 | 51'518 CHF | 21'080 CHF | 100.00% | 100.00% |
08.05.2024 | 5.20% | 0.25 CHF | 0.26 CHF | 200'000 | 75'000 | 200'628 | 75'000 | 50'808 CHF | 20'008 CHF | 100.00% | 100.00% |
07.05.2024 | 5.03% | 0.24 CHF | 0.26 CHF | 210'000 | 75'000 | 213'716 | 75'000 | 50'474 CHF | 18'635 CHF | 96.43% | 96.43% |
06.05.2024 | 5.22% | 0.22 CHF | 0.23 CHF | 230'000 | 75'000 | 213'386 | 75'000 | 50'455 CHF | 18'695 CHF | 100.00% | 100.00% |
03.05.2024 | 5.42% | 0.23 CHF | 0.25 CHF | 220'000 | 75'000 | 228'329 | 75'000 | 50'439 CHF | 17'549 CHF | 97.93% | 97.93% |
02.05.2024 | 5.94% | 0.20 CHF | 0.21 CHF | 250'000 | 75'000 | 250'752 | 75'000 | 50'106 CHF | 15'911 CHF | 98.31% | 98.31% |