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 | 4.85% | 0.37 CHF | 0.39 CHF | 140'000 | 50'000 | 140'000 | 50'000 | 51'341 CHF | 19'248 CHF | 93.22% | 93.22% |
15.05.2024 | 5.02% | 0.34 CHF | 0.36 CHF | 150'000 | 50'000 | 162'578 | 49'427 | 51'370 CHF | 16'458 CHF | 96.97% | 96.97% |
14.05.2024 | 5.48% | 0.28 CHF | 0.30 CHF | 180'000 | 50'000 | 192'486 | 50'000 | 51'283 CHF | 14'104 CHF | 96.93% | 96.93% |
13.05.2024 | 5.63% | 0.26 CHF | 0.27 CHF | 200'000 | 50'000 | 204'650 | 50'000 | 50'387 CHF | 13'035 CHF | 87.95% | 87.95% |
10.05.2024 | 5.36% | 0.25 CHF | 0.26 CHF | 200'000 | 50'000 | 215'133 | 50'000 | 50'475 CHF | 12'389 CHF | 99.90% | 99.90% |
08.05.2024 | 5.61% | 0.24 CHF | 0.25 CHF | 210'000 | 50'000 | 212'264 | 50'000 | 50'448 CHF | 12'583 CHF | 93.72% | 93.72% |
07.05.2024 | 6.56% | 0.24 CHF | 0.26 CHF | 210'000 | 50'000 | 214'595 | 50'000 | 50'468 CHF | 12'569 CHF | 93.51% | 93.51% |
06.05.2024 | 6.92% | 0.22 CHF | 0.23 CHF | 230'000 | 50'000 | 231'740 | 50'000 | 50'550 CHF | 11'693 CHF | 78.03% | 78.03% |
03.05.2024 | 6.67% | 0.22 CHF | 0.24 CHF | 230'000 | 50'000 | 230'599 | 50'000 | 50'474 CHF | 11'722 CHF | 91.23% | 91.23% |
02.05.2024 | 7.75% | 0.21 CHF | 0.22 CHF | 240'000 | 50'000 | 231'110 | 50'000 | 50'529 CHF | 11'826 CHF | 91.11% | 91.11% |