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 | 7.23% | 0.27 CHF | 0.29 CHF | 190'000 | 25'000 | 183'140 | 25'000 | 50'683 CHF | 7'441 CHF | 73.52% | 73.52% |
15.05.2024 | 7.36% | 0.27 CHF | 0.29 CHF | 190'000 | 25'000 | 191'756 | 24'952 | 51'380 CHF | 7'200 CHF | 98.90% | 98.90% |
14.05.2024 | 8.04% | 0.24 CHF | 0.26 CHF | 210'000 | 25'000 | 223'176 | 25'000 | 50'547 CHF | 6'145 CHF | 100.00% | 100.00% |
13.05.2024 | 9.16% | 0.20 CHF | 0.22 CHF | 250'000 | 25'000 | 259'955 | 25'000 | 50'722 CHF | 5'353 CHF | 100.00% | 100.00% |
10.05.2024 | 8.58% | 0.20 CHF | 0.22 CHF | 250'000 | 50'000 | 247'929 | 50'000 | 50'490 CHF | 11'113 CHF | 100.00% | 100.00% |
08.05.2024 | 9.13% | 0.18 CHF | 0.20 CHF | 280'000 | 25'000 | 281'266 | 25'000 | 50'618 CHF | 4'934 CHF | 98.83% | 98.83% |
07.05.2024 | 9.21% | 0.19 CHF | 0.21 CHF | 270'000 | 25'000 | 272'309 | 25'000 | 51'075 CHF | 5'144 CHF | 96.43% | 96.43% |
06.05.2024 | 10.27% | 0.18 CHF | 0.20 CHF | 280'000 | 50'000 | 287'908 | 50'000 | 50'636 CHF | 9'755 CHF | 100.00% | 100.00% |
03.05.2024 | 9.27% | 0.17 CHF | 0.19 CHF | 300'000 | 50'000 | 292'509 | 50'000 | 50'756 CHF | 9'529 CHF | 97.93% | 97.93% |
02.05.2024 | 11.93% | 0.14 CHF | 0.16 CHF | 360'000 | 50'000 | 352'167 | 50'000 | 50'632 CHF | 8'108 CHF | 99.40% | 99.40% |