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 | 5.33% | 0.20 CHF | 0.21 CHF | 250'000 | 200'000 | 251'705 | 83'643 | 50'689 CHF | 17'775 CHF | 99.64% | 99.64% |
15.05.2024 | 5.55% | 0.21 CHF | 0.22 CHF | 250'000 | 200'000 | 262'910 | 83'258 | 50'804 CHF | 17'274 CHF | 98.90% | 98.90% |
14.05.2024 | 5.35% | 0.19 CHF | 0.20 CHF | 270'000 | 200'000 | 253'613 | 83'960 | 50'881 CHF | 17'529 CHF | 98.72% | 98.72% |
13.05.2024 | 5.00% | 0.20 CHF | 0.21 CHF | 260'000 | 200'000 | 236'452 | 83'630 | 50'785 CHF | 18'477 CHF | 99.67% | 99.67% |
10.05.2024 | 5.62% | 0.21 CHF | 0.22 CHF | 240'000 | 200'000 | 265'654 | 71'385 | 51'246 CHF | 14'782 CHF | 89.69% | 89.69% |
08.05.2024 | 6.05% | 0.20 CHF | 0.21 CHF | 260'000 | 200'000 | 286'254 | 83'635 | 50'856 CHF | 16'198 CHF | 99.67% | 99.67% |
07.05.2024 | 6.20% | 0.16 CHF | 0.17 CHF | 320'000 | 200'000 | 295'742 | 83'598 | 50'909 CHF | 15'015 CHF | 99.58% | 99.58% |
06.05.2024 | 6.25% | 0.18 CHF | 0.19 CHF | 290'000 | 200'000 | 296'870 | 83'630 | 50'772 CHF | 15'456 CHF | 99.68% | 99.68% |
03.05.2024 | 6.99% | 0.18 CHF | 0.19 CHF | 280'000 | 200'000 | 331'925 | 84'741 | 50'862 CHF | 14'574 CHF | 95.83% | 95.83% |
02.05.2024 | 6.82% | 0.16 CHF | 0.17 CHF | 310'000 | 200'000 | 325'525 | 83'624 | 50'819 CHF | 14'159 CHF | 99.65% | 99.65% |