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 | 8.16% | 0.63 CHF | 0.66 CHF | 80'000 | 50'000 | 84'213 | 18'683 | 52'982 CHF | 12'695 CHF | 99.58% | 99.58% |
15.05.2024 | 7.75% | 0.63 CHF | 0.66 CHF | 80'000 | 50'000 | 79'876 | 18'721 | 53'099 CHF | 13'445 CHF | 99.15% | 99.15% |
14.05.2024 | 7.17% | 0.73 CHF | 0.76 CHF | 70'000 | 50'000 | 73'786 | 18'724 | 52'950 CHF | 14'288 CHF | 98.85% | 98.85% |
13.05.2024 | 6.82% | 0.76 CHF | 0.79 CHF | 70'000 | 50'000 | 70'247 | 18'659 | 52'963 CHF | 14'670 CHF | 99.51% | 99.51% |
10.05.2024 | 7.88% | 0.72 CHF | 0.75 CHF | 70'000 | 50'000 | 79'128 | 18'529 | 52'040 CHF | 13'428 CHF | 98.56% | 98.56% |
08.05.2024 | 6.57% | 0.78 CHF | 0.81 CHF | 70'000 | 30'000 | 69'998 | 11'033 | 55'272 CHF | 9'179 CHF | 98.45% | 98.45% |
07.05.2024 | 10.55% | 0.80 CHF | 0.85 CHF | 70'000 | 30'000 | 69'998 | 11'176 | 55'920 CHF | 9'740 CHF | 97.37% | 97.37% |
06.05.2024 | 10.94% | 0.80 CHF | 0.85 CHF | 70'000 | 30'000 | 70'000 | 11'183 | 53'951 CHF | 9'504 CHF | 98.36% | 98.36% |
03.05.2024 | 6.27% | 0.88 CHF | 0.91 CHF | 60'000 | 30'000 | 64'849 | 10'736 | 54'305 CHF | 9'646 CHF | 97.00% | 97.00% |
02.05.2024 | 9.66% | 0.85 CHF | 0.90 CHF | 60'000 | 30'000 | 60'185 | 11'451 | 52'456 CHF | 10'826 CHF | 95.17% | 95.17% |