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 | 7.33% | 0.30 CHF | 0.32 CHF | 176'316 | 75'000 | 170'000 | 75'000 | 51'315 CHF | 24'362 CHF | 91.45% | 91.45% |
15.05.2024 | 8.30% | 0.30 CHF | 0.32 CHF | 177'470 | 75'000 | 176'267 | 74'180 | 51'361 CHF | 23'475 CHF | 91.44% | 91.44% |
14.05.2024 | 7.00% | 0.30 CHF | 0.32 CHF | 180'000 | 75'000 | 170'276 | 74'296 | 51'185 CHF | 23'947 CHF | 93.95% | 93.95% |
13.05.2024 | 7.32% | 0.29 CHF | 0.31 CHF | 180'000 | 75'000 | 171'180 | 75'000 | 52'221 CHF | 24'628 CHF | 100.00% | 100.00% |
10.05.2024 | 7.39% | 0.31 CHF | 0.34 CHF | 170'000 | 75'000 | 167'838 | 75'000 | 51'662 CHF | 24'878 CHF | 100.00% | 100.00% |
08.05.2024 | 8.06% | 0.29 CHF | 0.32 CHF | 179'412 | 75'000 | 177'084 | 75'000 | 51'481 CHF | 23'644 CHF | 94.93% | 94.93% |
07.05.2024 | 7.46% | 0.29 CHF | 0.32 CHF | 180'000 | 75'000 | 169'142 | 75'000 | 52'012 CHF | 24'868 CHF | 96.44% | 96.44% |
06.05.2024 | 6.87% | 0.31 CHF | 0.33 CHF | 170'000 | 75'000 | 170'045 | 75'000 | 52'088 CHF | 24'637 CHF | 100.00% | 100.00% |
03.05.2024 | 7.16% | 0.28 CHF | 0.30 CHF | 180'000 | 75'000 | 187'133 | 75'000 | 51'154 CHF | 22'035 CHF | 92.72% | 92.72% |
02.05.2024 | 8.38% | 0.27 CHF | 0.29 CHF | 190'000 | 75'000 | 197'628 | 75'000 | 51'490 CHF | 21'255 CHF | 79.74% | 79.74% |