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 | 6.47% | 0.27 CHF | 0.29 CHF | 185'180 | 50'000 | 180'448 | 50'000 | 50'787 CHF | 15'017 CHF | 59.23% | 59.23% |
15.05.2024 | 6.49% | 0.28 CHF | 0.30 CHF | 180'000 | 50'000 | 183'083 | 49'624 | 50'442 CHF | 14'590 CHF | 63.33% | 63.33% |
14.05.2024 | 5.65% | 0.26 CHF | 0.28 CHF | 186'953 | 50'000 | 175'648 | 50'000 | 51'072 CHF | 15'436 CHF | 62.92% | 62.92% |
13.05.2024 | 5.99% | 0.28 CHF | 0.30 CHF | 180'000 | 50'000 | 171'501 | 50'000 | 51'832 CHF | 16'081 CHF | 89.06% | 89.06% |
10.05.2024 | 5.64% | 0.31 CHF | 0.33 CHF | 170'000 | 50'000 | 160'646 | 50'000 | 51'640 CHF | 17'033 CHF | 97.80% | 97.80% |
08.05.2024 | 5.80% | 0.33 CHF | 0.36 CHF | 160'000 | 50'000 | 150'136 | 50'000 | 51'462 CHF | 18'272 CHF | 25.15% | 25.15% |
07.05.2024 | 4.12% | 0.48 CHF | 0.50 CHF | 110'000 | 50'000 | 106'190 | 50'000 | 52'314 CHF | 25'710 CHF | 96.43% | 96.43% |
06.05.2024 | 3.85% | 0.51 CHF | 0.53 CHF | 100'000 | 50'000 | 100'670 | 50'000 | 51'905 CHF | 26'800 CHF | 100.00% | 100.00% |
03.05.2024 | 4.38% | 0.48 CHF | 0.50 CHF | 110'000 | 50'000 | 114'694 | 50'000 | 52'690 CHF | 24'030 CHF | 97.68% | 97.68% |
02.05.2024 | 4.36% | 0.46 CHF | 0.48 CHF | 110'000 | 50'000 | 112'938 | 50'000 | 51'874 CHF | 24'003 CHF | 99.40% | 99.40% |