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 | 5.86% | 65.10 CHF | 69.00 CHF | 4'700 | 4'700 | 4'696 | 4'696 | 303'752 CHF | 322'082 CHF | 100.00% | 100.00% |
15.05.2024 | 5.60% | 64.00 CHF | 67.20 CHF | 5'900 | 5'900 | 5'885 | 5'885 | 329'277 CHF | 348'157 CHF | 100.00% | 100.00% |
14.05.2024 | 5.50% | 53.50 CHF | 56.40 CHF | 6'500 | 6'500 | 6'500 | 6'500 | 327'862 CHF | 346'403 CHF | 99.76% | 99.76% |
13.05.2024 | 5.59% | 53.60 CHF | 56.80 CHF | 5'900 | 5'900 | 5'900 | 5'900 | 328'298 CHF | 347'178 CHF | 100.00% | 100.00% |
10.05.2024 | 5.32% | 52.40 CHF | 55.30 CHF | 6'400 | 6'400 | 6'400 | 6'400 | 335'478 CHF | 353'812 CHF | 100.00% | 100.00% |
08.05.2024 | 5.25% | 49.30 CHF | 51.90 CHF | 7'100 | 7'100 | 7'099 | 7'099 | 342'371 CHF | 360'831 CHF | 99.44% | 99.44% |
07.05.2024 | 5.24% | 46.45 CHF | 48.95 CHF | 7'400 | 7'400 | 7'395 | 7'395 | 343'868 CHF | 362'368 CHF | 100.00% | 100.00% |
06.05.2024 | 4.82% | 44.90 CHF | 47.10 CHF | 8'400 | 8'400 | 8'400 | 8'400 | 374'129 CHF | 392'609 CHF | 100.00% | 100.00% |
03.05.2024 | 4.52% | 40.20 CHF | 42.05 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 400'803 CHF | 419'303 CHF | 99.95% | 99.95% |
02.05.2024 | 4.40% | 36.40 CHF | 38.00 CHF | 11'800 | 11'800 | 11'800 | 11'800 | 420'376 CHF | 439'256 CHF | 99.56% | 99.56% |