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 | 6.47% | 0.17 CHF | 0.18 CHF | 300'000 | 200'000 | 307'330 | 83'641 | 50'772 CHF | 14'740 CHF | 99.64% | 99.64% |
15.05.2024 | 6.15% | 0.16 CHF | 0.17 CHF | 320'000 | 200'000 | 292'387 | 83'259 | 50'864 CHF | 15'153 CHF | 98.89% | 98.89% |
14.05.2024 | 6.37% | 0.18 CHF | 0.19 CHF | 290'000 | 200'000 | 303'393 | 83'960 | 50'961 CHF | 15'253 CHF | 98.72% | 98.72% |
13.05.2024 | 6.97% | 0.17 CHF | 0.18 CHF | 300'000 | 200'000 | 330'489 | 83'628 | 50'675 CHF | 14'175 CHF | 99.67% | 99.67% |
10.05.2024 | 6.13% | 0.16 CHF | 0.17 CHF | 310'000 | 200'000 | 288'233 | 71'385 | 50'772 CHF | 13'168 CHF | 89.69% | 89.69% |
08.05.2024 | 5.56% | 0.18 CHF | 0.19 CHF | 290'000 | 200'000 | 265'718 | 83'635 | 51'077 CHF | 16'611 CHF | 99.67% | 99.67% |
07.05.2024 | 5.44% | 0.21 CHF | 0.22 CHF | 240'000 | 200'000 | 258'188 | 83'597 | 51'068 CHF | 17'749 CHF | 99.57% | 99.57% |
06.05.2024 | 5.41% | 0.19 CHF | 0.20 CHF | 260'000 | 200'000 | 255'252 | 83'629 | 50'638 CHF | 17'278 CHF | 99.68% | 99.68% |
03.05.2024 | 4.99% | 0.19 CHF | 0.20 CHF | 270'000 | 200'000 | 236'106 | 84'713 | 50'988 CHF | 18'673 CHF | 95.81% | 95.81% |
02.05.2024 | 4.97% | 0.21 CHF | 0.22 CHF | 240'000 | 200'000 | 234'588 | 83'636 | 50'888 CHF | 18'886 CHF | 99.66% | 99.66% |