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 | 5.20% | 0.18 CHF | 0.19 CHF | 280'000 | 100'000 | 272'272 | 100'000 | 51'002 CHF | 19'743 CHF | 96.66% | 96.66% |
15.05.2024 | 4.95% | 0.19 CHF | 0.20 CHF | 270'000 | 100'000 | 254'076 | 99'483 | 50'359 CHF | 20'734 CHF | 95.47% | 95.47% |
14.05.2024 | 5.11% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 267'986 | 100'000 | 51'047 CHF | 20'061 CHF | 98.44% | 98.44% |
13.05.2024 | 5.41% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 282'036 | 100'000 | 50'686 CHF | 19'061 CHF | 99.69% | 99.69% |
10.05.2024 | 6.62% | 0.15 CHF | 0.16 CHF | 340'000 | 100'000 | 347'778 | 100'000 | 50'767 CHF | 15'611 CHF | 97.49% | 97.49% |
08.05.2024 | 6.88% | 0.14 CHF | 0.15 CHF | 360'000 | 100'000 | 359'146 | 100'000 | 50'426 CHF | 15'043 CHF | 99.97% | 99.97% |
07.05.2024 | 6.22% | 0.15 CHF | 0.16 CHF | 340'000 | 100'000 | 327'956 | 100'000 | 51'099 CHF | 16'602 CHF | 95.30% | 95.30% |
06.05.2024 | 5.93% | 0.17 CHF | 0.18 CHF | 300'000 | 100'000 | 312'567 | 100'000 | 51'103 CHF | 17'372 CHF | 100.00% | 100.00% |
03.05.2024 | 5.91% | 0.16 CHF | 0.17 CHF | 320'000 | 100'000 | 311'364 | 100'000 | 51'104 CHF | 17'432 CHF | 96.12% | 96.12% |
02.05.2024 | 5.42% | 0.18 CHF | 0.19 CHF | 280'000 | 100'000 | 281'268 | 100'000 | 50'438 CHF | 18'937 CHF | 99.13% | 99.13% |