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 | 6.85% | 0.39 CHF | 0.42 CHF | 126'530 | 50'000 | 128'043 | 50'000 | 48'357 CHF | 20'225 CHF | 92.70% | 92.70% |
15.05.2024 | 8.10% | 0.34 CHF | 0.36 CHF | 132'650 | 50'000 | 138'144 | 49'395 | 42'049 CHF | 16'312 CHF | 91.86% | 91.86% |
14.05.2024 | 7.40% | 0.26 CHF | 0.28 CHF | 147'610 | 50'000 | 152'512 | 50'000 | 36'356 CHF | 12'871 CHF | 96.93% | 96.93% |
13.05.2024 | 7.45% | 0.23 CHF | 0.24 CHF | 156'756 | 50'000 | 161'150 | 50'000 | 33'584 CHF | 11'236 CHF | 87.95% | 87.95% |
10.05.2024 | 7.57% | 0.21 CHF | 0.23 CHF | 163'160 | 50'000 | 169'169 | 50'000 | 32'632 CHF | 10'413 CHF | 99.90% | 99.90% |
08.05.2024 | 7.24% | 0.19 CHF | 0.21 CHF | 170'610 | 50'000 | 170'227 | 50'000 | 33'569 CHF | 10'614 CHF | 93.72% | 93.72% |
07.05.2024 | 7.55% | 0.21 CHF | 0.22 CHF | 168'603 | 50'000 | 172'743 | 50'000 | 33'708 CHF | 10'529 CHF | 93.51% | 93.51% |
06.05.2024 | 8.09% | 0.18 CHF | 0.19 CHF | 180'725 | 50'000 | 183'617 | 50'000 | 31'790 CHF | 9'386 CHF | 86.92% | 86.92% |
03.05.2024 | 9.56% | 0.18 CHF | 0.20 CHF | 179'369 | 50'000 | 187'589 | 50'000 | 32'140 CHF | 9'444 CHF | 89.64% | 89.64% |
02.05.2024 | 7.68% | 0.16 CHF | 0.17 CHF | 201'814 | 50'000 | 188'488 | 50'000 | 33'158 CHF | 9'510 CHF | 91.32% | 91.32% |