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 | 8.78% | 0.23 CHF | 0.25 CHF | 220'000 | 100'000 | 109'763 | 66'505 | 23'852 CHF | 15'611 CHF | 96.38% | 96.38% |
15.05.2024 | 7.74% | 0.18 CHF | 0.20 CHF | 50'000 | 50'000 | 224'031 | 88'096 | 41'646 CHF | 17'586 CHF | 95.81% | 95.81% |
14.05.2024 | 7.37% | 0.18 CHF | 0.20 CHF | 280'000 | 100'000 | 292'822 | 100'000 | 50'785 CHF | 18'689 CHF | 95.09% | 95.09% |
13.05.2024 | 6.44% | 0.19 CHF | 0.20 CHF | 270'000 | 100'000 | 260'842 | 100'000 | 50'689 CHF | 20'752 CHF | 95.20% | 95.20% |
10.05.2024 | 5.88% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 252'226 | 100'000 | 50'145 CHF | 21'093 CHF | 98.55% | 98.55% |
08.05.2024 | 7.45% | 0.19 CHF | 0.21 CHF | 270'000 | 100'000 | 269'937 | 100'000 | 50'856 CHF | 20'319 CHF | 98.78% | 98.78% |
07.05.2024 | 7.61% | 0.18 CHF | 0.19 CHF | 280'000 | 100'000 | 279'074 | 100'000 | 50'668 CHF | 19'605 CHF | 95.92% | 95.92% |
06.05.2024 | 6.17% | 0.17 CHF | 0.18 CHF | 300'000 | 100'000 | 304'120 | 100'000 | 51'037 CHF | 17'860 CHF | 96.34% | 96.34% |
03.05.2024 | 8.63% | 0.15 CHF | 0.16 CHF | 340'000 | 100'000 | 330'971 | 100'000 | 51'079 CHF | 16'845 CHF | 97.82% | 97.82% |
02.05.2024 | 9.03% | 0.16 CHF | 0.17 CHF | 320'000 | 100'000 | 315'749 | 100'000 | 51'158 CHF | 17'746 CHF | 99.41% | 99.41% |