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 | 4.59% | 0.21 CHF | 0.22 CHF | 240'000 | 30'000 | 239'566 | 30'000 | 51'018 CHF | 6'699 CHF | 99.11% | 99.11% |
15.05.2024 | 3.84% | 0.26 CHF | 0.27 CHF | 200'000 | 30'000 | 182'721 | 29'382 | 50'285 CHF | 8'396 CHF | 98.89% | 98.89% |
14.05.2024 | 4.29% | 0.26 CHF | 0.27 CHF | 200'000 | 30'000 | 215'364 | 29'700 | 50'780 CHF | 7'309 CHF | 99.10% | 99.10% |
13.05.2024 | 4.21% | 0.22 CHF | 0.23 CHF | 230'000 | 30'000 | 221'186 | 30'000 | 51'420 CHF | 7'288 CHF | 99.56% | 99.56% |
10.05.2024 | 4.43% | 0.23 CHF | 0.24 CHF | 220'000 | 30'000 | 205'609 | 29'179 | 49'745 CHF | 7'358 CHF | 98.19% | 98.19% |
08.05.2024 | 3.67% | 0.26 CHF | 0.27 CHF | 200'000 | 30'000 | 192'194 | 30'000 | 51'348 CHF | 8'323 CHF | 98.50% | 98.50% |
07.05.2024 | 3.78% | 0.27 CHF | 0.28 CHF | 190'000 | 30'000 | 197'661 | 30'000 | 51'271 CHF | 8'124 CHF | 95.44% | 95.44% |
06.05.2024 | 5.46% | 0.20 CHF | 0.21 CHF | 250'000 | 30'000 | 285'526 | 30'000 | 50'836 CHF | 5'691 CHF | 99.57% | 99.57% |
03.05.2024 | 6.45% | 0.14 CHF | 0.15 CHF | 350'000 | 30'000 | 338'475 | 30'000 | 50'743 CHF | 4'817 CHF | 89.17% | 89.17% |
02.05.2024 | 7.49% | 0.14 CHF | 0.15 CHF | 370'000 | 30'000 | 354'414 | 29'251 | 49'308 CHF | 4'383 CHF | 96.82% | 96.82% |