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 | 5.29% | 0.36 CHF | 0.38 CHF | 140'000 | 25'000 | 140'000 | 25'000 | 51'654 CHF | 9'725 CHF | 99.02% | 99.02% |
15.05.2024 | 5.49% | 0.36 CHF | 0.38 CHF | 140'000 | 25'000 | 141'700 | 24'952 | 50'906 CHF | 9'472 CHF | 98.90% | 98.90% |
14.05.2024 | 5.76% | 0.33 CHF | 0.35 CHF | 160'000 | 25'000 | 163'895 | 25'000 | 52'197 CHF | 8'440 CHF | 100.00% | 100.00% |
13.05.2024 | 6.26% | 0.29 CHF | 0.31 CHF | 180'000 | 25'000 | 179'990 | 25'000 | 51'478 CHF | 7'612 CHF | 67.23% | 67.23% |
10.05.2024 | 5.87% | 0.29 CHF | 0.31 CHF | 180'000 | 50'000 | 172'974 | 50'000 | 51'177 CHF | 15'698 CHF | 100.00% | 100.00% |
08.05.2024 | 6.64% | 0.27 CHF | 0.29 CHF | 190'000 | 25'000 | 188'410 | 25'000 | 51'157 CHF | 7'257 CHF | 98.83% | 98.83% |
07.05.2024 | 6.16% | 0.28 CHF | 0.30 CHF | 180'000 | 25'000 | 180'953 | 25'000 | 50'634 CHF | 7'441 CHF | 97.06% | 97.06% |
06.05.2024 | 6.49% | 0.27 CHF | 0.29 CHF | 190'000 | 50'000 | 192'207 | 50'000 | 51'455 CHF | 14'288 CHF | 100.00% | 100.00% |
03.05.2024 | 6.11% | 0.26 CHF | 0.28 CHF | 200'000 | 50'000 | 194'241 | 50'000 | 51'554 CHF | 14'114 CHF | 97.93% | 97.93% |
02.05.2024 | 7.10% | 0.23 CHF | 0.25 CHF | 220'000 | 50'000 | 214'137 | 50'000 | 50'469 CHF | 12'659 CHF | 99.40% | 99.40% |