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 | 6.73% | 0.22 CHF | 0.24 CHF | 230'000 | 75'000 | 234'995 | 75'000 | 50'466 CHF | 17'243 CHF | 99.02% | 99.02% |
15.05.2024 | 6.51% | 0.26 CHF | 0.27 CHF | 200'000 | 75'000 | 205'476 | 74'254 | 50'068 CHF | 19'319 CHF | 98.90% | 98.90% |
14.05.2024 | 6.29% | 0.24 CHF | 0.25 CHF | 210'000 | 75'000 | 210'835 | 75'000 | 50'389 CHF | 19'102 CHF | 99.98% | 99.98% |
13.05.2024 | 8.59% | 0.19 CHF | 0.21 CHF | 270'000 | 75'000 | 278'897 | 75'000 | 50'531 CHF | 14'815 CHF | 100.00% | 100.00% |
10.05.2024 | 9.29% | 0.17 CHF | 0.19 CHF | 300'000 | 75'000 | 309'329 | 75'000 | 51'037 CHF | 13'606 CHF | 100.00% | 100.00% |
08.05.2024 | 8.25% | 0.16 CHF | 0.18 CHF | 320'000 | 75'000 | 301'919 | 75'000 | 50'977 CHF | 13'769 CHF | 100.00% | 100.00% |
07.05.2024 | 8.80% | 0.19 CHF | 0.20 CHF | 270'000 | 75'000 | 276'613 | 75'000 | 50'705 CHF | 15'016 CHF | 96.66% | 96.66% |
06.05.2024 | 8.64% | 0.17 CHF | 0.18 CHF | 300'000 | 75'000 | 294'342 | 75'000 | 50'768 CHF | 14'129 CHF | 100.00% | 100.00% |
03.05.2024 | 7.20% | 0.18 CHF | 0.19 CHF | 280'000 | 75'000 | 276'143 | 75'000 | 51'023 CHF | 14'909 CHF | 97.92% | 97.92% |
02.05.2024 | 8.43% | 0.17 CHF | 0.18 CHF | 300'000 | 75'000 | 293'868 | 75'000 | 50'809 CHF | 14'121 CHF | 99.40% | 99.40% |