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 | 6.21% | 0.17 CHF | 0.18 CHF | 300'000 | 25'000 | 327'089 | 25'000 | 51'077 CHF | 4'161 CHF | 99.78% | 99.78% |
15.05.2024 | 7.00% | 0.17 CHF | 0.18 CHF | 300'000 | 25'000 | 337'930 | 25'000 | 49'406 CHF | 3'965 CHF | 98.29% | 98.29% |
14.05.2024 | 5.74% | 0.18 CHF | 0.19 CHF | 280'000 | 25'000 | 290'219 | 25'000 | 50'248 CHF | 4'605 CHF | 99.99% | 99.99% |
13.05.2024 | 5.83% | 0.16 CHF | 0.17 CHF | 320'000 | 25'000 | 306'354 | 25'000 | 50'995 CHF | 4'422 CHF | 100.00% | 100.00% |
10.05.2024 | 5.13% | 0.18 CHF | 0.19 CHF | 280'000 | 25'000 | 238'488 | 25'000 | 48'999 CHF | 5'402 CHF | 97.66% | 97.66% |
08.05.2024 | 4.40% | 0.21 CHF | 0.22 CHF | 240'000 | 25'000 | 227'296 | 25'000 | 50'532 CHF | 5'818 CHF | 100.00% | 100.00% |
07.05.2024 | 4.98% | 0.23 CHF | 0.24 CHF | 220'000 | 25'000 | 258'866 | 25'144 | 50'717 CHF | 5'212 CHF | 100.00% | 100.00% |
06.05.2024 | 5.07% | 0.19 CHF | 0.20 CHF | 270'000 | 50'000 | 263'306 | 50'000 | 50'593 CHF | 10'151 CHF | 100.00% | 100.00% |
03.05.2024 | 4.69% | 0.20 CHF | 0.21 CHF | 250'000 | 50'000 | 242'839 | 50'000 | 50'589 CHF | 11'008 CHF | 99.33% | 99.33% |
02.05.2024 | 6.03% | 0.16 CHF | 0.17 CHF | 320'000 | 50'000 | 285'394 | 50'000 | 49'626 CHF | 9'251 CHF | 100.00% | 100.00% |