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 | 5.96% | 0.32 CHF | 0.34 CHF | 160'000 | 75'000 | 160'021 | 75'000 | 52'120 CHF | 25'928 CHF | 98.45% | 98.45% |
15.05.2024 | 5.69% | 0.35 CHF | 0.37 CHF | 150'000 | 75'000 | 149'483 | 74'238 | 51'801 CHF | 27'238 CHF | 98.93% | 98.93% |
14.05.2024 | 5.76% | 0.36 CHF | 0.38 CHF | 140'000 | 75'000 | 154'215 | 75'000 | 52'021 CHF | 26'824 CHF | 99.04% | 99.04% |
13.05.2024 | 5.86% | 0.33 CHF | 0.35 CHF | 160'000 | 75'000 | 159'614 | 75'000 | 52'312 CHF | 26'068 CHF | 99.47% | 99.47% |
10.05.2024 | 6.34% | 0.32 CHF | 0.34 CHF | 160'000 | 75'000 | 174'095 | 75'000 | 51'714 CHF | 23'755 CHF | 100.00% | 100.00% |
08.05.2024 | 7.06% | 0.26 CHF | 0.28 CHF | 200'000 | 75'000 | 197'749 | 75'000 | 51'830 CHF | 21'103 CHF | 98.62% | 98.62% |
07.05.2024 | 7.66% | 0.24 CHF | 0.26 CHF | 210'000 | 75'000 | 218'720 | 75'000 | 50'492 CHF | 18'727 CHF | 96.44% | 96.44% |
06.05.2024 | 8.69% | 0.20 CHF | 0.22 CHF | 250'000 | 75'000 | 237'993 | 75'000 | 50'413 CHF | 17'344 CHF | 100.00% | 100.00% |
03.05.2024 | 8.13% | 0.20 CHF | 0.22 CHF | 250'000 | 75'000 | 234'762 | 75'000 | 50'477 CHF | 17'509 CHF | 98.64% | 98.64% |
02.05.2024 | 7.99% | 0.22 CHF | 0.24 CHF | 230'000 | 75'000 | 221'617 | 75'000 | 50'550 CHF | 18'552 CHF | 99.13% | 99.13% |