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 | 6.50% | 0.17 CHF | 0.18 CHF | 300'000 | 200'000 | 311'213 | 52'310 | 51'112 CHF | 9'146 CHF | 99.58% | 99.58% |
15.05.2024 | 6.24% | 0.16 CHF | 0.17 CHF | 320'000 | 200'000 | 297'407 | 51'808 | 50'916 CHF | 9'167 CHF | 98.83% | 98.83% |
14.05.2024 | 6.44% | 0.18 CHF | 0.19 CHF | 280'000 | 200'000 | 307'165 | 52'693 | 51'039 CHF | 9'615 CHF | 98.68% | 98.68% |
13.05.2024 | 7.04% | 0.17 CHF | 0.18 CHF | 300'000 | 200'000 | 335'214 | 52'278 | 50'954 CHF | 9'050 CHF | 99.61% | 99.61% |
10.05.2024 | 6.12% | 0.16 CHF | 0.17 CHF | 320'000 | 200'000 | 286'208 | 36'787 | 50'562 CHF | 6'599 CHF | 89.66% | 89.66% |
08.05.2024 | 5.59% | 0.18 CHF | 0.19 CHF | 280'000 | 200'000 | 264'429 | 52'290 | 50'611 CHF | 10'074 CHF | 99.61% | 99.61% |
07.05.2024 | 5.46% | 0.21 CHF | 0.22 CHF | 240'000 | 200'000 | 257'429 | 52'337 | 50'626 CHF | 11'230 CHF | 99.56% | 99.56% |
06.05.2024 | 5.46% | 0.19 CHF | 0.20 CHF | 270'000 | 200'000 | 255'963 | 52'280 | 50'379 CHF | 10'584 CHF | 99.61% | 99.61% |
03.05.2024 | 5.00% | 0.19 CHF | 0.20 CHF | 270'000 | 200'000 | 234'954 | 53'722 | 50'585 CHF | 11'399 CHF | 95.76% | 95.76% |
02.05.2024 | 4.97% | 0.21 CHF | 0.22 CHF | 240'000 | 200'000 | 233'404 | 52'304 | 50'530 CHF | 11'642 CHF | 99.59% | 99.59% |