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 | 5.84% | 0.28 CHF | 0.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'057 CHF | 7'481 CHF | 90.45% | 90.45% |
15.05.2024 | 6.31% | 0.28 CHF | 0.30 CHF | 25'000 | 25'000 | 24'708 | 24'708 | 6'651 CHF | 7'081 CHF | 80.70% | 80.70% |
14.05.2024 | 4.60% | 0.20 CHF | 0.21 CHF | 250'000 | 50'000 | 237'683 | 50'000 | 50'438 CHF | 11'116 CHF | 100.00% | 100.00% |
13.05.2024 | 4.32% | 0.22 CHF | 0.23 CHF | 230'000 | 50'000 | 223'348 | 50'000 | 50'600 CHF | 11'833 CHF | 100.00% | 100.00% |
10.05.2024 | 4.12% | 0.24 CHF | 0.25 CHF | 210'000 | 50'000 | 212'303 | 50'000 | 50'429 CHF | 12'385 CHF | 96.75% | 96.75% |
08.05.2024 | 4.95% | 0.21 CHF | 0.22 CHF | 240'000 | 50'000 | 255'941 | 50'000 | 50'441 CHF | 10'365 CHF | 100.00% | 100.00% |
07.05.2024 | 5.13% | 0.20 CHF | 0.21 CHF | 250'000 | 50'000 | 268'300 | 50'000 | 50'980 CHF | 10'009 CHF | 98.92% | 98.92% |
06.05.2024 | 5.07% | 0.19 CHF | 0.20 CHF | 270'000 | 50'000 | 264'837 | 50'000 | 50'891 CHF | 10'117 CHF | 100.00% | 100.00% |
03.05.2024 | 5.16% | 0.19 CHF | 0.20 CHF | 270'000 | 50'000 | 271'070 | 50'000 | 51'193 CHF | 9'945 CHF | 98.63% | 98.63% |
02.05.2024 | 5.18% | 0.18 CHF | 0.19 CHF | 280'000 | 50'000 | 270'947 | 50'000 | 50'977 CHF | 9'914 CHF | 99.13% | 99.13% |