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 | 5.14% | 0.19 CHF | 0.20 CHF | 91'477 | 75'000 | 91'438 | 75'000 | 17'350 CHF | 14'981 CHF | 99.32% | 99.32% |
15.05.2024 | 5.68% | 0.18 CHF | 0.19 CHF | 91'369 | 75'000 | 91'079 | 74'488 | 15'843 CHF | 13'701 CHF | 98.94% | 98.94% |
14.05.2024 | 6.17% | 0.15 CHF | 0.16 CHF | 90'685 | 75'000 | 90'936 | 75'000 | 14'356 CHF | 12'587 CHF | 100.00% | 100.00% |
13.05.2024 | 5.63% | 0.17 CHF | 0.18 CHF | 90'994 | 75'000 | 91'211 | 75'000 | 15'776 CHF | 13'721 CHF | 100.00% | 100.00% |
10.05.2024 | 4.91% | 0.18 CHF | 0.19 CHF | 91'733 | 75'000 | 92'169 | 75'000 | 18'323 CHF | 15'659 CHF | 100.00% | 100.00% |
08.05.2024 | 4.53% | 0.24 CHF | 0.25 CHF | 93'597 | 75'000 | 93'865 | 75'000 | 23'370 CHF | 19'533 CHF | 97.94% | 97.94% |
07.05.2024 | 3.72% | 0.26 CHF | 0.27 CHF | 93'856 | 75'000 | 94'197 | 75'000 | 24'848 CHF | 20'532 CHF | 96.44% | 96.44% |
06.05.2024 | 3.50% | 0.26 CHF | 0.27 CHF | 93'892 | 75'000 | 94'543 | 75'000 | 26'622 CHF | 21'861 CHF | 100.00% | 100.00% |
03.05.2024 | 2.96% | 0.33 CHF | 0.34 CHF | 96'010 | 75'000 | 96'402 | 75'000 | 32'136 CHF | 25'748 CHF | 98.64% | 98.64% |
02.05.2024 | 2.74% | 0.35 CHF | 0.36 CHF | 97'735 | 75'000 | 97'993 | 75'000 | 35'328 CHF | 27'788 CHF | 99.13% | 99.13% |