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 | 6.78% | 0.29 CHF | 0.31 CHF | 180'000 | 25'000 | 172'186 | 25'000 | 51'262 CHF | 7'968 CHF | 99.02% | 99.02% |
15.05.2024 | 6.87% | 0.29 CHF | 0.31 CHF | 180'000 | 25'000 | 179'189 | 24'952 | 51'702 CHF | 7'712 CHF | 98.90% | 98.90% |
14.05.2024 | 7.34% | 0.26 CHF | 0.28 CHF | 200'000 | 25'000 | 205'162 | 25'000 | 50'714 CHF | 6'656 CHF | 100.00% | 100.00% |
13.05.2024 | 8.19% | 0.22 CHF | 0.24 CHF | 230'000 | 25'000 | 233'994 | 25'000 | 50'504 CHF | 5'861 CHF | 100.00% | 100.00% |
10.05.2024 | 7.78% | 0.22 CHF | 0.24 CHF | 230'000 | 50'000 | 225'569 | 50'000 | 50'558 CHF | 12'128 CHF | 100.00% | 100.00% |
08.05.2024 | 8.41% | 0.20 CHF | 0.22 CHF | 250'000 | 25'000 | 249'981 | 25'000 | 50'165 CHF | 5'462 CHF | 98.83% | 98.83% |
07.05.2024 | 8.22% | 0.21 CHF | 0.23 CHF | 240'000 | 25'000 | 241'844 | 25'000 | 50'324 CHF | 5'650 CHF | 97.02% | 97.02% |
06.05.2024 | 9.12% | 0.20 CHF | 0.22 CHF | 250'000 | 50'000 | 256'853 | 50'000 | 50'443 CHF | 10'768 CHF | 100.00% | 100.00% |
03.05.2024 | 8.08% | 0.19 CHF | 0.21 CHF | 270'000 | 50'000 | 260'673 | 50'000 | 50'647 CHF | 10'543 CHF | 97.92% | 97.92% |
02.05.2024 | 10.44% | 0.16 CHF | 0.18 CHF | 320'000 | 50'000 | 310'838 | 50'000 | 51'091 CHF | 9'134 CHF | 99.40% | 99.40% |