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 | 6.25% | 0.31 CHF | 0.33 CHF | 170'000 | 25'000 | 161'337 | 25'000 | 51'401 CHF | 8'481 CHF | 73.52% | 73.52% |
15.05.2024 | 6.39% | 0.31 CHF | 0.33 CHF | 170'000 | 25'000 | 168'850 | 24'952 | 52'270 CHF | 8'235 CHF | 98.90% | 98.90% |
14.05.2024 | 6.65% | 0.28 CHF | 0.30 CHF | 180'000 | 25'000 | 190'010 | 25'000 | 51'266 CHF | 7'217 CHF | 100.00% | 100.00% |
13.05.2024 | 7.21% | 0.24 CHF | 0.26 CHF | 210'000 | 25'000 | 211'817 | 25'000 | 50'434 CHF | 6'400 CHF | 67.23% | 67.23% |
10.05.2024 | 6.83% | 0.24 CHF | 0.26 CHF | 210'000 | 50'000 | 203'329 | 50'000 | 50'287 CHF | 13'251 CHF | 100.00% | 100.00% |
08.05.2024 | 8.56% | 0.22 CHF | 0.24 CHF | 230'000 | 25'000 | 228'261 | 25'000 | 50'598 CHF | 6'039 CHF | 98.83% | 98.83% |
07.05.2024 | 7.76% | 0.23 CHF | 0.25 CHF | 220'000 | 25'000 | 219'094 | 25'000 | 50'579 CHF | 6'239 CHF | 97.06% | 97.06% |
06.05.2024 | 7.99% | 0.22 CHF | 0.24 CHF | 230'000 | 50'000 | 231'210 | 50'000 | 50'576 CHF | 11'851 CHF | 100.00% | 100.00% |
03.05.2024 | 7.75% | 0.21 CHF | 0.23 CHF | 240'000 | 50'000 | 233'583 | 50'000 | 50'522 CHF | 11'693 CHF | 97.93% | 97.93% |
02.05.2024 | 8.19% | 0.18 CHF | 0.20 CHF | 280'000 | 50'000 | 270'861 | 50'000 | 50'825 CHF | 10'192 CHF | 99.40% | 99.40% |