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 | 5.25% | 0.33 CHF | 0.34 CHF | 154'038 | 50'000 | 157'487 | 50'000 | 50'273 CHF | 16'823 CHF | 93.22% | 93.22% |
15.05.2024 | 5.98% | 0.30 CHF | 0.31 CHF | 170'342 | 50'000 | 179'458 | 49'370 | 47'352 CHF | 13'837 CHF | 88.31% | 88.31% |
14.05.2024 | 6.64% | 0.23 CHF | 0.25 CHF | 192'376 | 50'000 | 202'116 | 50'000 | 43'771 CHF | 11'598 CHF | 96.93% | 96.93% |
13.05.2024 | 7.15% | 0.21 CHF | 0.22 CHF | 207'414 | 50'000 | 215'201 | 50'000 | 41'740 CHF | 10'422 CHF | 87.95% | 87.95% |
10.05.2024 | 6.21% | 0.20 CHF | 0.21 CHF | 217'350 | 50'000 | 226'342 | 50'000 | 41'759 CHF | 9'825 CHF | 99.90% | 99.90% |
08.05.2024 | 6.83% | 0.18 CHF | 0.20 CHF | 226'205 | 50'000 | 225'294 | 50'000 | 42'171 CHF | 10'030 CHF | 93.72% | 93.72% |
07.05.2024 | 8.19% | 0.19 CHF | 0.21 CHF | 219'929 | 50'000 | 227'326 | 50'000 | 42'112 CHF | 10'058 CHF | 93.51% | 93.51% |
06.05.2024 | 9.13% | 0.17 CHF | 0.19 CHF | 237'185 | 50'000 | 241'871 | 50'000 | 40'789 CHF | 9'243 CHF | 86.91% | 86.91% |
03.05.2024 | 9.37% | 0.18 CHF | 0.19 CHF | 238'591 | 50'000 | 244'958 | 50'000 | 41'206 CHF | 9'252 CHF | 94.51% | 94.51% |
02.05.2024 | 9.38% | 0.16 CHF | 0.17 CHF | 260'984 | 50'000 | 244'927 | 50'000 | 41'647 CHF | 9'345 CHF | 92.81% | 92.81% |