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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 5.51% | 0.14 CHF | 0.15 CHF | 350'000 | 200'000 | 337'343 | 200'000 | 50'796 CHF | 31'834 CHF | 97.97% | 97.97% |
22.05.2024 | 5.75% | 0.14 CHF | 0.15 CHF | 350'000 | 200'000 | 339'827 | 200'000 | 50'643 CHF | 31'591 CHF | 90.59% | 90.59% |
21.05.2024 | 8.33% | 0.16 CHF | 0.17 CHF | 320'000 | 200'000 | 207'775 | 148'974 | 33'023 CHF | 25'494 CHF | 100.00% | 100.00% |
17.05.2024 | 5.08% | 0.17 CHF | 0.18 CHF | 300'000 | 200'000 | 300'142 | 200'000 | 50'789 CHF | 35'615 CHF | 99.99% | 99.99% |
16.05.2024 | 6.42% | 0.17 CHF | 0.18 CHF | 300'000 | 200'000 | 263'633 | 177'680 | 43'110 CHF | 30'798 CHF | 90.96% | 90.96% |
15.05.2024 | 6.06% | 0.14 CHF | 0.15 CHF | 360'000 | 200'000 | 376'252 | 198'218 | 50'723 CHF | 28'404 CHF | 97.26% | 97.26% |
14.05.2024 | 7.33% | 0.12 CHF | 0.13 CHF | 410'000 | 200'000 | 384'110 | 191'973 | 47'432 CHF | 25'427 CHF | 86.30% | 86.30% |
13.05.2024 | 5.94% | 0.14 CHF | 0.15 CHF | 360'000 | 200'000 | 365'324 | 200'000 | 50'662 CHF | 29'446 CHF | 85.01% | 85.01% |
10.05.2024 | 6.05% | 0.14 CHF | 0.14 CHF | 380'000 | 200'000 | 377'958 | 200'000 | 50'593 CHF | 28'458 CHF | 93.10% | 93.10% |
08.05.2024 | 6.28% | 0.13 CHF | 0.14 CHF | 400'000 | 200'000 | 397'263 | 200'000 | 50'716 CHF | 27'196 CHF | 100.00% | 100.00% |