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 | 5.89% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 312'553 | 312'553 | 51'484 CHF | 54'610 CHF | 99.86% | 99.86% |
15.05.2024 | 5.77% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 304'014 | 304'014 | 51'168 CHF | 54'208 CHF | 100.00% | 100.00% |
14.05.2024 | 5.52% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 52'910 CHF | 55'910 CHF | 99.77% | 99.77% |
13.05.2024 | 5.49% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 53'198 CHF | 56'198 CHF | 100.00% | 100.00% |
10.05.2024 | 5.67% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 298'953 | 298'953 | 51'256 CHF | 54'245 CHF | 100.00% | 100.00% |
08.05.2024 | 4.64% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 249'489 | 249'489 | 52'474 CHF | 54'969 CHF | 100.00% | 100.00% |
07.05.2024 | 4.02% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 214'914 | 214'914 | 52'321 CHF | 54'470 CHF | 99.84% | 99.84% |
06.05.2024 | 3.79% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'521 | 200'521 | 51'954 CHF | 53'960 CHF | 99.83% | 99.83% |
03.05.2024 | 3.44% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 183'684 | 183'684 | 52'374 CHF | 54'211 CHF | 100.00% | 100.00% |
02.05.2024 | 3.28% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 52'481 CHF | 54'231 CHF | 100.00% | 100.00% |