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 | 6.31% | 0.30 CHF | 0.32 CHF | 170'000 | 25'000 | 170'000 | 25'000 | 52'569 CHF | 8'235 CHF | 73.52% | 73.52% |
15.05.2024 | 6.57% | 0.30 CHF | 0.32 CHF | 170'000 | 25'000 | 171'338 | 24'952 | 51'387 CHF | 7'993 CHF | 98.90% | 98.90% |
14.05.2024 | 6.70% | 0.28 CHF | 0.29 CHF | 180'000 | 25'000 | 196'503 | 25'000 | 51'376 CHF | 6'994 CHF | 100.00% | 100.00% |
13.05.2024 | 7.82% | 0.23 CHF | 0.25 CHF | 220'000 | 25'000 | 220'899 | 25'000 | 50'589 CHF | 6'194 CHF | 67.23% | 67.23% |
10.05.2024 | 6.60% | 0.23 CHF | 0.25 CHF | 220'000 | 50'000 | 210'320 | 50'000 | 50'359 CHF | 12'803 CHF | 100.00% | 100.00% |
08.05.2024 | 8.88% | 0.21 CHF | 0.23 CHF | 240'000 | 25'000 | 238'076 | 25'000 | 50'434 CHF | 5'790 CHF | 98.83% | 98.83% |
07.05.2024 | 8.29% | 0.22 CHF | 0.24 CHF | 230'000 | 25'000 | 228'801 | 25'000 | 50'600 CHF | 6'008 CHF | 97.06% | 97.06% |
06.05.2024 | 8.32% | 0.21 CHF | 0.23 CHF | 240'000 | 50'000 | 240'345 | 50'000 | 50'381 CHF | 11'393 CHF | 100.00% | 100.00% |
03.05.2024 | 8.20% | 0.20 CHF | 0.22 CHF | 250'000 | 50'000 | 242'929 | 50'000 | 50'319 CHF | 11'250 CHF | 97.93% | 97.93% |
02.05.2024 | 8.21% | 0.17 CHF | 0.19 CHF | 300'000 | 50'000 | 282'665 | 50'000 | 50'665 CHF | 9'739 CHF | 99.40% | 99.40% |