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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 5.89% | 0.34 CHF | 0.36 CHF | 150'000 | 25'000 | 155'133 | 25'000 | 51'924 CHF | 8'880 CHF | 100.00% | 100.00% |
16.05.2024 | 5.96% | 0.33 CHF | 0.35 CHF | 160'000 | 25'000 | 151'800 | 25'000 | 51'324 CHF | 8'974 CHF | 99.02% | 99.02% |
15.05.2024 | 6.02% | 0.33 CHF | 0.35 CHF | 160'000 | 25'000 | 159'043 | 24'952 | 52'315 CHF | 8'718 CHF | 98.90% | 98.90% |
14.05.2024 | 6.29% | 0.30 CHF | 0.32 CHF | 170'000 | 25'000 | 177'453 | 25'000 | 51'053 CHF | 7'664 CHF | 100.00% | 100.00% |
13.05.2024 | 6.87% | 0.26 CHF | 0.28 CHF | 200'000 | 25'000 | 198'963 | 25'000 | 51'032 CHF | 6'870 CHF | 100.00% | 100.00% |
10.05.2024 | 6.61% | 0.26 CHF | 0.28 CHF | 200'000 | 50'000 | 193'176 | 50'000 | 51'129 CHF | 14'148 CHF | 100.00% | 100.00% |
08.05.2024 | 7.15% | 0.24 CHF | 0.26 CHF | 210'000 | 25'000 | 208'605 | 25'000 | 50'340 CHF | 6'483 CHF | 98.83% | 98.83% |
07.05.2024 | 6.68% | 0.25 CHF | 0.27 CHF | 200'000 | 25'000 | 201'205 | 25'000 | 50'127 CHF | 6'660 CHF | 97.05% | 97.05% |
06.05.2024 | 7.57% | 0.24 CHF | 0.26 CHF | 210'000 | 50'000 | 213'061 | 50'000 | 50'461 CHF | 12'779 CHF | 100.00% | 100.00% |
03.05.2024 | 6.62% | 0.23 CHF | 0.25 CHF | 220'000 | 50'000 | 215'006 | 50'000 | 50'495 CHF | 12'553 CHF | 97.93% | 97.93% |