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 | 5.35% | 0.51 CHF | 0.54 CHF | 100'000 | 50'000 | 103'214 | 50'000 | 51'466 CHF | 26'318 CHF | 87.93% | 87.93% |
15.05.2024 | 5.83% | 0.46 CHF | 0.48 CHF | 110'000 | 50'000 | 123'010 | 49'396 | 51'893 CHF | 22'138 CHF | 92.07% | 92.07% |
14.05.2024 | 7.62% | 0.39 CHF | 0.41 CHF | 135'744 | 50'000 | 141'031 | 50'000 | 48'901 CHF | 18'724 CHF | 78.05% | 78.05% |
13.05.2024 | 7.30% | 0.34 CHF | 0.37 CHF | 143'128 | 50'000 | 145'659 | 50'000 | 47'023 CHF | 17'369 CHF | 87.95% | 87.95% |
10.05.2024 | 8.14% | 0.32 CHF | 0.35 CHF | 145'745 | 50'000 | 149'682 | 50'000 | 45'315 CHF | 16'428 CHF | 99.90% | 99.90% |
08.05.2024 | 7.99% | 0.30 CHF | 0.33 CHF | 150'298 | 50'000 | 150'968 | 50'000 | 46'216 CHF | 16'588 CHF | 91.88% | 91.88% |
07.05.2024 | 7.51% | 0.31 CHF | 0.34 CHF | 148'634 | 50'000 | 152'083 | 50'000 | 46'177 CHF | 16'369 CHF | 93.51% | 93.51% |
06.05.2024 | 8.10% | 0.28 CHF | 0.31 CHF | 156'227 | 50'000 | 158'211 | 50'000 | 43'761 CHF | 15'004 CHF | 86.08% | 86.08% |
03.05.2024 | 7.09% | 0.29 CHF | 0.31 CHF | 155'043 | 50'000 | 160'201 | 50'000 | 43'977 CHF | 14'759 CHF | 81.70% | 81.70% |
02.05.2024 | 5.71% | 0.26 CHF | 0.27 CHF | 168'429 | 50'000 | 161'578 | 50'000 | 44'758 CHF | 14'678 CHF | 92.77% | 92.77% |