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 | 7.68% | 0.59 CHF | 0.64 CHF | 50'000 | 50'000 | 49'940 | 49'940 | 29'400 CHF | 31'748 CHF | 100.00% | 100.00% |
15.05.2024 | 6.92% | 0.56 CHF | 0.60 CHF | 50'000 | 50'000 | 49'910 | 49'910 | 27'964 CHF | 29'964 CHF | 100.00% | 100.00% |
14.05.2024 | 6.89% | 0.56 CHF | 0.60 CHF | 50'000 | 50'000 | 49'970 | 49'970 | 28'058 CHF | 30'058 CHF | 100.00% | 100.00% |
13.05.2024 | 6.86% | 0.57 CHF | 0.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'172 CHF | 30'172 CHF | 99.83% | 99.83% |
10.05.2024 | 7.23% | 0.58 CHF | 0.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'229 CHF | 31'423 CHF | 100.00% | 100.00% |
08.05.2024 | 7.08% | 0.59 CHF | 0.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'528 CHF | 31'700 CHF | 98.93% | 98.93% |
07.05.2024 | 6.63% | 0.60 CHF | 0.64 CHF | 50'000 | 50'000 | 49'920 | 49'920 | 29'223 CHF | 31'223 CHF | 99.89% | 99.89% |
06.05.2024 | 7.21% | 0.56 CHF | 0.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'094 CHF | 31'273 CHF | 100.00% | 100.00% |
03.05.2024 | 6.63% | 0.59 CHF | 0.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'170 CHF | 31'170 CHF | 100.00% | 100.00% |
02.05.2024 | 6.71% | 0.57 CHF | 0.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'800 CHF | 30'800 CHF | 98.52% | 98.52% |