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 | 4.31% | 0.22 CHF | 0.23 CHF | 230'000 | 100'000 | 222'931 | 57'754 | 50'579 CHF | 13'726 CHF | 99.51% | 99.51% |
15.05.2024 | 5.74% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 301'728 | 57'807 | 50'998 CHF | 10'646 CHF | 98.39% | 98.39% |
14.05.2024 | 6.72% | 0.15 CHF | 0.16 CHF | 340'000 | 100'000 | 352'673 | 57'882 | 50'757 CHF | 8'941 CHF | 97.70% | 97.70% |
13.05.2024 | 5.61% | 0.15 CHF | 0.16 CHF | 340'000 | 100'000 | 293'508 | 58'477 | 50'841 CHF | 10'455 CHF | 97.61% | 97.61% |
10.05.2024 | 6.30% | 0.15 CHF | 0.16 CHF | 340'000 | 100'000 | 332'319 | 57'545 | 51'071 CHF | 9'433 CHF | 98.51% | 98.51% |
08.05.2024 | 6.87% | 0.15 CHF | 0.16 CHF | 340'000 | 100'000 | 360'213 | 57'766 | 50'665 CHF | 8'708 CHF | 99.23% | 99.23% |
07.05.2024 | 5.85% | 0.16 CHF | 0.17 CHF | 320'000 | 100'000 | 307'896 | 57'753 | 51'055 CHF | 10'110 CHF | 99.46% | 99.46% |
06.05.2024 | 7.02% | 0.14 CHF | 0.15 CHF | 360'000 | 100'000 | 367'292 | 57'734 | 50'459 CHF | 8'458 CHF | 99.50% | 99.50% |
03.05.2024 | 8.92% | 0.13 CHF | 0.14 CHF | 390'000 | 100'000 | 468'525 | 57'772 | 50'194 CHF | 7'077 CHF | 99.37% | 99.37% |
02.05.2024 | 9.35% | 0.10 CHF | 0.11 CHF | 500'000 | 100'000 | 485'792 | 57'758 | 49'620 CHF | 6'415 CHF | 99.50% | 99.50% |