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 | 7.30% | 0.25 CHF | 0.27 CHF | 77'034 | 50'000 | 73'457 | 50'000 | 20'132 CHF | 14'746 CHF | 98.77% | 98.77% |
15.05.2024 | 9.05% | 0.26 CHF | 0.29 CHF | 74'312 | 50'000 | 79'694 | 49'488 | 18'449 CHF | 12'578 CHF | 98.73% | 98.73% |
14.05.2024 | 8.40% | 0.26 CHF | 0.28 CHF | 82'180 | 50'000 | 79'199 | 49'655 | 19'316 CHF | 13'196 CHF | 66.99% | 66.99% |
13.05.2024 | 7.44% | 0.22 CHF | 0.25 CHF | 81'420 | 50'000 | 84'976 | 50'000 | 18'332 CHF | 11'629 CHF | 100.00% | 100.00% |
10.05.2024 | 8.12% | 0.24 CHF | 0.26 CHF | 80'304 | 50'000 | 82'970 | 50'000 | 19'036 CHF | 12'468 CHF | 99.96% | 99.96% |
08.05.2024 | 6.95% | 0.17 CHF | 0.19 CHF | 98'234 | 50'000 | 100'947 | 50'000 | 17'108 CHF | 9'086 CHF | 100.00% | 100.00% |
07.05.2024 | 6.86% | 0.16 CHF | 0.17 CHF | 108'118 | 50'000 | 108'159 | 50'000 | 17'253 CHF | 8'546 CHF | 96.44% | 96.44% |
06.05.2024 | 6.65% | 0.15 CHF | 0.16 CHF | 110'130 | 50'000 | 110'008 | 50'000 | 17'256 CHF | 8'381 CHF | 99.72% | 99.72% |
03.05.2024 | 8.54% | 0.16 CHF | 0.17 CHF | 105'542 | 50'000 | 113'060 | 50'000 | 17'061 CHF | 8'247 CHF | 98.53% | 98.53% |
02.05.2024 | 8.15% | 0.13 CHF | 0.14 CHF | 126'215 | 50'000 | 128'108 | 50'000 | 16'642 CHF | 7'048 CHF | 98.17% | 98.17% |