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 | 9.70% | 0.46 CHF | 0.51 CHF | 40'000 | 40'000 | 39'951 | 39'951 | 18'082 CHF | 19'926 CHF | 100.00% | 100.00% |
15.05.2024 | 9.20% | 0.42 CHF | 0.46 CHF | 40'000 | 40'000 | 39'928 | 39'928 | 16'647 CHF | 18'247 CHF | 100.00% | 100.00% |
14.05.2024 | 8.96% | 0.43 CHF | 0.47 CHF | 40'000 | 40'000 | 39'976 | 39'976 | 17'090 CHF | 18'690 CHF | 100.00% | 100.00% |
13.05.2024 | 8.84% | 0.45 CHF | 0.49 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 17'334 CHF | 18'934 CHF | 99.83% | 99.83% |
10.05.2024 | 8.73% | 0.46 CHF | 0.50 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 19'191 CHF | 20'946 CHF | 100.00% | 100.00% |
08.05.2024 | 8.39% | 0.50 CHF | 0.54 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 19'808 CHF | 21'545 CHF | 98.93% | 98.93% |
07.05.2024 | 7.96% | 0.50 CHF | 0.54 CHF | 40'000 | 40'000 | 39'912 | 39'912 | 19'375 CHF | 20'976 CHF | 99.88% | 99.88% |
06.05.2024 | 8.55% | 0.45 CHF | 0.49 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 19'490 CHF | 21'233 CHF | 100.00% | 100.00% |
03.05.2024 | 7.90% | 0.49 CHF | 0.53 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 19'465 CHF | 21'065 CHF | 100.00% | 100.00% |
02.05.2024 | 8.01% | 0.47 CHF | 0.51 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 19'218 CHF | 20'818 CHF | 98.51% | 98.51% |