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 | 6.25% | 0.47 CHF | 0.50 CHF | 60'000 | 60'000 | 59'927 | 59'927 | 27'916 CHF | 29'716 CHF | 100.00% | 100.00% |
15.05.2024 | 5.51% | 0.49 CHF | 0.52 CHF | 60'000 | 60'000 | 59'892 | 59'892 | 31'842 CHF | 33'642 CHF | 100.00% | 100.00% |
14.05.2024 | 5.40% | 0.52 CHF | 0.55 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 32'479 CHF | 34'279 CHF | 99.82% | 99.82% |
13.05.2024 | 5.06% | 0.57 CHF | 0.60 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 34'662 CHF | 36'462 CHF | 100.00% | 100.00% |
10.05.2024 | 5.09% | 0.57 CHF | 0.60 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 34'487 CHF | 36'287 CHF | 100.00% | 100.00% |
08.05.2024 | 4.85% | 0.59 CHF | 0.62 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 36'188 CHF | 37'988 CHF | 99.77% | 99.77% |
07.05.2024 | 5.21% | 0.56 CHF | 0.59 CHF | 60'000 | 60'000 | 59'967 | 59'967 | 33'690 CHF | 35'490 CHF | 98.43% | 98.43% |
06.05.2024 | 5.07% | 0.56 CHF | 0.59 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 34'598 CHF | 36'398 CHF | 100.00% | 100.00% |
03.05.2024 | 4.37% | 0.64 CHF | 0.67 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 40'270 CHF | 42'070 CHF | 99.90% | 99.90% |
02.05.2024 | 4.43% | 0.68 CHF | 0.71 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 39'770 CHF | 41'570 CHF | 99.56% | 99.56% |