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 | 5.26% | 0.19 CHF | 0.20 CHF | 270'000 | 50'000 | 274'732 | 50'000 | 50'874 CHF | 9'763 CHF | 81.93% | 81.93% |
15.05.2024 | 5.37% | 0.19 CHF | 0.20 CHF | 270'000 | 50'000 | 277'423 | 49'611 | 50'718 CHF | 9'573 CHF | 95.72% | 95.72% |
14.05.2024 | 5.81% | 0.17 CHF | 0.18 CHF | 300'000 | 50'000 | 305'415 | 50'000 | 51'054 CHF | 8'865 CHF | 98.41% | 98.41% |
13.05.2024 | 5.87% | 0.17 CHF | 0.18 CHF | 300'000 | 50'000 | 308'918 | 50'000 | 51'085 CHF | 8'777 CHF | 99.58% | 99.58% |
10.05.2024 | 6.14% | 0.16 CHF | 0.17 CHF | 320'000 | 50'000 | 324'250 | 50'000 | 51'158 CHF | 8'394 CHF | 81.66% | 81.66% |
08.05.2024 | 6.26% | 0.16 CHF | 0.17 CHF | 320'000 | 50'000 | 329'983 | 50'000 | 51'083 CHF | 8'250 CHF | 99.34% | 99.34% |
07.05.2024 | 7.73% | 0.14 CHF | 0.15 CHF | 360'000 | 50'000 | 403'003 | 50'000 | 50'175 CHF | 6'738 CHF | 89.61% | 89.61% |
06.05.2024 | 8.01% | 0.12 CHF | 0.13 CHF | 420'000 | 50'000 | 420'068 | 50'000 | 50'359 CHF | 6'494 CHF | 97.38% | 97.38% |
03.05.2024 | 8.50% | 0.12 CHF | 0.13 CHF | 428'369 | 50'000 | 433'414 | 50'000 | 48'877 CHF | 6'143 CHF | 78.14% | 78.14% |
02.05.2024 | 8.26% | 0.11 CHF | 0.12 CHF | 436'475 | 50'000 | 425'302 | 50'000 | 49'387 CHF | 6'310 CHF | 84.86% | 84.86% |