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 | 5.74% | 0.35 CHF | 0.36 CHF | 200'000 | 200'000 | 171'483 | 83'627 | 55'276 CHF | 28'747 CHF | 99.66% | 99.66% |
15.05.2024 | 6.45% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 185'576 | 83'627 | 52'354 CHF | 24'801 CHF | 99.65% | 99.65% |
14.05.2024 | 7.21% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 203'393 | 84'162 | 51'325 CHF | 22'760 CHF | 98.09% | 98.09% |
13.05.2024 | 9.10% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 252'787 | 83'624 | 51'674 CHF | 20'649 CHF | 99.64% | 99.64% |
10.05.2024 | 8.35% | 0.22 CHF | 0.23 CHF | 240'000 | 200'000 | 237'589 | 83'717 | 51'079 CHF | 19'356 CHF | 96.06% | 96.06% |
08.05.2024 | 7.80% | 0.18 CHF | 0.19 CHF | 280'000 | 200'000 | 228'611 | 85'435 | 51'201 CHF | 19'507 CHF | 94.57% | 94.57% |
07.05.2024 | 6.33% | 0.30 CHF | 0.31 CHF | 200'000 | 200'000 | 184'387 | 83'898 | 53'579 CHF | 26'164 CHF | 98.84% | 98.84% |
06.05.2024 | 6.49% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 186'262 | 83'661 | 52'593 CHF | 25'194 CHF | 99.56% | 99.56% |
03.05.2024 | 7.09% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 203'186 | 84'009 | 51'907 CHF | 23'287 CHF | 98.02% | 98.02% |
02.05.2024 | 7.16% | 0.24 CHF | 0.25 CHF | 210'000 | 200'000 | 204'828 | 83'626 | 51'301 CHF | 21'601 CHF | 99.67% | 99.67% |