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 | 6.10% | 0.33 CHF | 0.35 CHF | 160'000 | 25'000 | 159'803 | 25'000 | 52'530 CHF | 8'735 CHF | 100.00% | 100.00% |
16.05.2024 | 6.36% | 0.32 CHF | 0.34 CHF | 160'000 | 25'000 | 159'999 | 25'000 | 52'736 CHF | 8'782 CHF | 73.52% | 73.52% |
15.05.2024 | 6.16% | 0.33 CHF | 0.35 CHF | 160'000 | 25'000 | 160'972 | 24'952 | 51'704 CHF | 8'526 CHF | 98.90% | 98.90% |
14.05.2024 | 6.21% | 0.30 CHF | 0.32 CHF | 170'000 | 25'000 | 179'697 | 25'000 | 50'987 CHF | 7'552 CHF | 100.00% | 100.00% |
13.05.2024 | 7.20% | 0.26 CHF | 0.28 CHF | 200'000 | 25'000 | 200'835 | 25'000 | 50'330 CHF | 6'734 CHF | 67.23% | 67.23% |
10.05.2024 | 6.38% | 0.26 CHF | 0.27 CHF | 200'000 | 50'000 | 196'595 | 50'000 | 51'292 CHF | 13'912 CHF | 100.00% | 100.00% |
08.05.2024 | 7.69% | 0.23 CHF | 0.25 CHF | 220'000 | 25'000 | 216'694 | 25'000 | 50'522 CHF | 6'298 CHF | 98.83% | 98.83% |
07.05.2024 | 7.60% | 0.25 CHF | 0.26 CHF | 200'000 | 25'000 | 207'926 | 25'000 | 50'317 CHF | 6'529 CHF | 97.06% | 97.06% |
06.05.2024 | 7.34% | 0.23 CHF | 0.25 CHF | 220'000 | 50'000 | 218'105 | 50'000 | 50'558 CHF | 12'477 CHF | 100.00% | 100.00% |
03.05.2024 | 7.19% | 0.23 CHF | 0.24 CHF | 220'000 | 50'000 | 220'992 | 50'000 | 50'576 CHF | 12'303 CHF | 97.93% | 97.93% |