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 | 4.94% | 0.20 CHF | 0.21 CHF | 143'964 | 75'000 | 143'759 | 75'000 | 28'450 CHF | 15'591 CHF | 91.82% | 91.82% |
15.05.2024 | 4.23% | 0.23 CHF | 0.24 CHF | 145'418 | 75'000 | 145'888 | 74'184 | 34'492 CHF | 18'294 CHF | 91.75% | 91.75% |
14.05.2024 | 3.76% | 0.25 CHF | 0.26 CHF | 146'699 | 75'000 | 147'502 | 75'000 | 38'624 CHF | 20'384 CHF | 100.00% | 100.00% |
13.05.2024 | 4.48% | 0.23 CHF | 0.24 CHF | 145'610 | 75'000 | 145'245 | 75'000 | 31'769 CHF | 17'153 CHF | 100.00% | 100.00% |
10.05.2024 | 4.58% | 0.22 CHF | 0.23 CHF | 145'432 | 75'000 | 145'163 | 75'000 | 31'026 CHF | 16'779 CHF | 92.69% | 92.69% |
08.05.2024 | 4.02% | 0.23 CHF | 0.24 CHF | 146'280 | 75'000 | 146'886 | 75'000 | 35'826 CHF | 19'041 CHF | 99.66% | 99.66% |
07.05.2024 | 3.28% | 0.28 CHF | 0.29 CHF | 148'363 | 75'000 | 149'279 | 75'000 | 44'778 CHF | 23'245 CHF | 96.44% | 96.44% |
06.05.2024 | 3.48% | 0.30 CHF | 0.31 CHF | 148'759 | 75'000 | 148'130 | 75'000 | 41'869 CHF | 21'945 CHF | 94.89% | 94.89% |
03.05.2024 | 3.20% | 0.31 CHF | 0.32 CHF | 149'504 | 75'000 | 149'489 | 75'000 | 46'031 CHF | 23'842 CHF | 80.49% | 80.49% |
02.05.2024 | 2.95% | 0.34 CHF | 0.35 CHF | 150'000 | 75'000 | 150'736 | 75'000 | 50'401 CHF | 25'830 CHF | 99.12% | 99.12% |