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 | 7.01% | 0.28 CHF | 0.30 CHF | 180'000 | 25'000 | 180'000 | 25'000 | 51'807 CHF | 7'718 CHF | 99.02% | 99.02% |
15.05.2024 | 7.10% | 0.28 CHF | 0.30 CHF | 180'000 | 25'000 | 182'335 | 24'952 | 50'777 CHF | 7'462 CHF | 98.90% | 98.90% |
14.05.2024 | 7.64% | 0.25 CHF | 0.27 CHF | 200'000 | 25'000 | 212'619 | 25'000 | 50'400 CHF | 6'406 CHF | 100.00% | 100.00% |
13.05.2024 | 8.58% | 0.21 CHF | 0.23 CHF | 240'000 | 25'000 | 243'994 | 25'000 | 50'224 CHF | 5'611 CHF | 100.00% | 100.00% |
10.05.2024 | 8.13% | 0.21 CHF | 0.23 CHF | 240'000 | 50'000 | 235'569 | 50'000 | 50'446 CHF | 11'628 CHF | 100.00% | 100.00% |
08.05.2024 | 8.83% | 0.19 CHF | 0.21 CHF | 270'000 | 25'000 | 267'623 | 25'000 | 51'025 CHF | 5'212 CHF | 98.83% | 98.83% |
07.05.2024 | 8.61% | 0.20 CHF | 0.22 CHF | 250'000 | 25'000 | 253'787 | 25'000 | 50'256 CHF | 5'400 CHF | 97.02% | 97.02% |
06.05.2024 | 9.59% | 0.19 CHF | 0.21 CHF | 270'000 | 50'000 | 273'446 | 50'000 | 50'993 CHF | 10'268 CHF | 100.00% | 100.00% |
03.05.2024 | 8.50% | 0.18 CHF | 0.20 CHF | 280'000 | 50'000 | 275'780 | 50'000 | 50'850 CHF | 10'043 CHF | 97.92% | 97.92% |
02.05.2024 | 11.08% | 0.15 CHF | 0.17 CHF | 340'000 | 50'000 | 330'838 | 50'000 | 51'074 CHF | 8'634 CHF | 99.40% | 99.40% |