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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 6.75% | 0.28 CHF | 0.30 CHF | 180'000 | 75'000 | 180'034 | 75'000 | 51'070 CHF | 22'760 CHF | 100.00% | 100.00% |
16.05.2024 | 7.20% | 0.26 CHF | 0.28 CHF | 200'000 | 75'000 | 192'164 | 75'000 | 51'452 CHF | 21'588 CHF | 98.45% | 98.45% |
15.05.2024 | 6.95% | 0.29 CHF | 0.31 CHF | 180'000 | 75'000 | 178'676 | 74'238 | 50'452 CHF | 22'460 CHF | 98.95% | 98.95% |
14.05.2024 | 6.99% | 0.29 CHF | 0.31 CHF | 180'000 | 75'000 | 184'608 | 75'000 | 50'993 CHF | 22'229 CHF | 99.05% | 99.05% |
13.05.2024 | 7.10% | 0.27 CHF | 0.29 CHF | 190'000 | 75'000 | 190'646 | 75'000 | 51'335 CHF | 21'688 CHF | 99.47% | 99.47% |
10.05.2024 | 7.52% | 0.26 CHF | 0.28 CHF | 200'000 | 75'000 | 201'356 | 75'000 | 50'302 CHF | 20'205 CHF | 100.00% | 100.00% |
08.05.2024 | 7.97% | 0.23 CHF | 0.24 CHF | 220'000 | 75'000 | 221'949 | 75'000 | 50'599 CHF | 18'523 CHF | 98.62% | 98.62% |
07.05.2024 | 9.01% | 0.22 CHF | 0.23 CHF | 230'000 | 75'000 | 245'325 | 75'000 | 50'427 CHF | 16'892 CHF | 98.92% | 98.92% |
06.05.2024 | 9.61% | 0.19 CHF | 0.20 CHF | 270'000 | 75'000 | 262'574 | 75'000 | 50'817 CHF | 15'995 CHF | 100.00% | 100.00% |
03.05.2024 | 9.11% | 0.18 CHF | 0.20 CHF | 280'000 | 75'000 | 255'474 | 75'000 | 50'339 CHF | 16'205 CHF | 98.64% | 98.64% |