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 | 7.53% | 0.35 CHF | 0.38 CHF | 150'000 | 75'000 | 148'765 | 75'000 | 51'658 CHF | 28'087 CHF | 99.03% | 99.03% |
15.05.2024 | 7.34% | 0.37 CHF | 0.40 CHF | 140'000 | 75'000 | 146'763 | 74'492 | 51'312 CHF | 28'061 CHF | 98.14% | 98.14% |
14.05.2024 | 7.27% | 0.34 CHF | 0.37 CHF | 150'000 | 75'000 | 136'422 | 75'000 | 51'928 CHF | 30'815 CHF | 100.00% | 100.00% |
13.05.2024 | 6.82% | 0.40 CHF | 0.43 CHF | 130'000 | 75'000 | 130'000 | 75'000 | 52'286 CHF | 32'294 CHF | 100.00% | 100.00% |
10.05.2024 | 6.83% | 0.38 CHF | 0.41 CHF | 140'000 | 75'000 | 132'505 | 75'000 | 51'553 CHF | 31'255 CHF | 100.00% | 100.00% |
08.05.2024 | 7.20% | 0.38 CHF | 0.41 CHF | 140'000 | 75'000 | 137'004 | 75'000 | 52'451 CHF | 30'868 CHF | 98.83% | 98.83% |
07.05.2024 | 7.05% | 0.38 CHF | 0.41 CHF | 140'000 | 75'000 | 137'267 | 75'000 | 52'074 CHF | 30'547 CHF | 97.06% | 97.06% |
06.05.2024 | 6.77% | 0.38 CHF | 0.41 CHF | 140'000 | 75'000 | 131'121 | 75'000 | 51'307 CHF | 31'411 CHF | 100.00% | 100.00% |
03.05.2024 | 6.44% | 0.38 CHF | 0.40 CHF | 140'000 | 75'000 | 138'771 | 75'000 | 52'368 CHF | 30'195 CHF | 84.48% | 84.48% |
02.05.2024 | 8.11% | 0.34 CHF | 0.37 CHF | 150'000 | 75'000 | 155'788 | 75'000 | 51'982 CHF | 27'156 CHF | 99.40% | 99.40% |