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 | 3.91% | 0.25 CHF | 0.26 CHF | 200'000 | 75'000 | 200'000 | 75'000 | 50'155 CHF | 19'558 CHF | 31.95% | 31.95% |
15.05.2024 | 4.30% | 0.24 CHF | 0.25 CHF | 210'000 | 75'000 | 219'040 | 74'150 | 50'507 CHF | 17'868 CHF | 65.06% | 65.06% |
14.05.2024 | 5.16% | 0.20 CHF | 0.21 CHF | 250'000 | 75'000 | 258'149 | 74'111 | 49'846 CHF | 15'072 CHF | 99.29% | 99.29% |
13.05.2024 | 4.92% | 0.19 CHF | 0.20 CHF | 270'000 | 75'000 | 254'552 | 75'000 | 50'430 CHF | 15'627 CHF | 99.17% | 99.17% |
10.05.2024 | 4.55% | 0.21 CHF | 0.22 CHF | 240'000 | 75'000 | 234'872 | 75'000 | 50'491 CHF | 16'885 CHF | 96.63% | 96.63% |
08.05.2024 | 4.85% | 0.20 CHF | 0.21 CHF | 250'000 | 75'000 | 248'777 | 75'000 | 50'056 CHF | 15'844 CHF | 98.95% | 98.95% |
07.05.2024 | 5.09% | 0.20 CHF | 0.21 CHF | 250'000 | 75'000 | 266'066 | 75'000 | 50'977 CHF | 15'132 CHF | 97.09% | 97.09% |
06.05.2024 | 5.76% | 0.18 CHF | 0.19 CHF | 280'000 | 75'000 | 302'366 | 75'000 | 51'004 CHF | 13'411 CHF | 99.88% | 99.88% |
03.05.2024 | 5.97% | 0.16 CHF | 0.17 CHF | 320'000 | 75'000 | 314'546 | 75'000 | 51'073 CHF | 12'949 CHF | 98.01% | 98.01% |
02.05.2024 | 6.35% | 0.15 CHF | 0.16 CHF | 340'000 | 75'000 | 334'577 | 75'000 | 51'051 CHF | 12'203 CHF | 99.11% | 99.11% |