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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 4.75% | 0.19 CHF | 0.20 CHF | 130'000 | 130'000 | 121'801 | 121'801 | 25'039 CHF | 26'257 CHF | 99.13% | 99.13% |
16.05.2024 | 5.05% | 0.21 CHF | 0.22 CHF | 120'000 | 120'000 | 124'913 | 124'913 | 24'223 CHF | 25'474 CHF | 100.00% | 100.00% |
15.05.2024 | 4.88% | 0.20 CHF | 0.21 CHF | 120'000 | 120'000 | 122'484 | 122'484 | 24'551 CHF | 25'778 CHF | 99.99% | 99.99% |
14.05.2024 | 5.02% | 0.19 CHF | 0.20 CHF | 130'000 | 130'000 | 128'471 | 128'471 | 24'982 CHF | 26'268 CHF | 99.99% | 99.99% |
13.05.2024 | 4.99% | 0.19 CHF | 0.20 CHF | 130'000 | 130'000 | 128'075 | 128'075 | 25'034 CHF | 26'314 CHF | 99.82% | 99.82% |
10.05.2024 | 5.13% | 0.20 CHF | 0.21 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 24'727 CHF | 26'027 CHF | 100.00% | 100.00% |
08.05.2024 | 6.49% | 0.16 CHF | 0.17 CHF | 120'000 | 120'000 | 127'054 | 127'054 | 18'932 CHF | 20'203 CHF | 98.93% | 98.93% |
07.05.2024 | 6.12% | 0.15 CHF | 0.16 CHF | 130'000 | 130'000 | 122'609 | 122'609 | 19'489 CHF | 20'717 CHF | 99.88% | 99.88% |
06.05.2024 | 6.90% | 0.15 CHF | 0.16 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 18'214 CHF | 19'514 CHF | 100.00% | 100.00% |
03.05.2024 | 7.10% | 0.13 CHF | 0.14 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 17'671 CHF | 18'971 CHF | 100.00% | 100.00% |