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 | 7.35% | 0.23 CHF | 0.25 CHF | 184'572 | 50'000 | 183'956 | 50'000 | 43'286 CHF | 12'662 CHF | 99.02% | 99.02% |
15.05.2024 | 7.81% | 0.23 CHF | 0.25 CHF | 184'700 | 50'000 | 185'001 | 49'759 | 42'911 CHF | 12'478 CHF | 98.90% | 98.90% |
14.05.2024 | 7.63% | 0.22 CHF | 0.24 CHF | 186'911 | 50'000 | 185'233 | 50'000 | 43'208 CHF | 12'596 CHF | 84.24% | 84.24% |
13.05.2024 | 6.94% | 0.23 CHF | 0.25 CHF | 185'417 | 50'000 | 182'693 | 50'000 | 46'624 CHF | 13'679 CHF | 92.31% | 92.31% |
10.05.2024 | 6.61% | 0.27 CHF | 0.29 CHF | 181'259 | 50'000 | 180'720 | 50'000 | 49'228 CHF | 14'555 CHF | 63.42% | 63.42% |
08.05.2024 | 5.41% | 0.29 CHF | 0.31 CHF | 179'782 | 50'000 | 140'916 | 50'000 | 51'311 CHF | 19'568 CHF | 12.53% | 12.53% |
07.05.2024 | 4.72% | 0.44 CHF | 0.46 CHF | 120'000 | 50'000 | 116'208 | 50'000 | 51'953 CHF | 23'471 CHF | 96.43% | 96.43% |
06.05.2024 | 4.21% | 0.46 CHF | 0.48 CHF | 110'000 | 50'000 | 110'392 | 50'000 | 51'841 CHF | 24'512 CHF | 100.00% | 100.00% |
03.05.2024 | 4.97% | 0.43 CHF | 0.45 CHF | 120'000 | 50'000 | 125'853 | 50'000 | 52'057 CHF | 21'767 CHF | 97.68% | 97.68% |
02.05.2024 | 4.83% | 0.42 CHF | 0.44 CHF | 120'000 | 50'000 | 125'612 | 50'000 | 51'981 CHF | 21'730 CHF | 99.40% | 99.40% |