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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 6.36% | 0.22 CHF | 0.23 CHF | 222'915 | 50'000 | 262'219 | 49'447 | 46'723 CHF | 9'430 CHF | 90.26% | 90.26% |
14.05.2024 | 7.07% | 0.14 CHF | 0.15 CHF | 306'980 | 50'000 | 294'639 | 50'000 | 45'191 CHF | 8'232 CHF | 98.81% | 98.81% |
13.05.2024 | 6.67% | 0.16 CHF | 0.17 CHF | 291'112 | 50'000 | 288'157 | 50'000 | 46'196 CHF | 8'575 CHF | 94.00% | 94.00% |
10.05.2024 | 7.13% | 0.20 CHF | 0.21 CHF | 253'806 | 50'000 | 269'594 | 50'000 | 47'407 CHF | 9'456 CHF | 86.59% | 86.59% |
08.05.2024 | 6.74% | 0.16 CHF | 0.17 CHF | 287'469 | 50'000 | 286'579 | 50'000 | 46'643 CHF | 8'708 CHF | 86.23% | 86.23% |
07.05.2024 | 7.11% | 0.15 CHF | 0.17 CHF | 301'921 | 50'000 | 302'751 | 50'000 | 46'709 CHF | 8'284 CHF | 97.06% | 97.06% |
06.05.2024 | 7.75% | 0.15 CHF | 0.16 CHF | 318'017 | 50'000 | 315'729 | 50'000 | 46'732 CHF | 7'997 CHF | 99.79% | 99.79% |
03.05.2024 | 7.45% | 0.15 CHF | 0.16 CHF | 309'585 | 50'000 | 341'465 | 50'000 | 46'366 CHF | 7'337 CHF | 97.06% | 97.06% |
02.05.2024 | 7.92% | 0.12 CHF | 0.13 CHF | 390'618 | 50'000 | 330'290 | 50'000 | 47'383 CHF | 7'801 CHF | 92.83% | 92.83% |
30.04.2024 | 5.40% | 0.20 CHF | 0.21 CHF | 263'620 | 50'000 | 257'825 | 50'000 | 50'571 CHF | 10'366 CHF | 23.32% | 23.32% |