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 | 6.06% | 0.16 CHF | 0.17 CHF | 80'000 | 80'000 | 78'629 | 78'629 | 12'581 CHF | 13'367 CHF | 100.00% | 100.00% |
15.05.2024 | 6.06% | 0.16 CHF | 0.17 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 12'809 CHF | 13'609 CHF | 100.00% | 100.00% |
14.05.2024 | 5.96% | 0.16 CHF | 0.17 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 11'411 CHF | 12'111 CHF | 100.00% | 100.00% |
13.05.2024 | 5.67% | 0.17 CHF | 0.18 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 12'010 CHF | 12'710 CHF | 100.00% | 100.00% |
10.05.2024 | 5.54% | 0.17 CHF | 0.18 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 12'284 CHF | 12'984 CHF | 100.00% | 100.00% |
08.05.2024 | 5.23% | 0.18 CHF | 0.19 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 11'170 CHF | 11'770 CHF | 100.00% | 100.00% |
07.05.2024 | 5.06% | 0.19 CHF | 0.20 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 11'556 CHF | 12'156 CHF | 100.00% | 100.00% |
06.05.2024 | 5.04% | 0.19 CHF | 0.20 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 11'607 CHF | 12'207 CHF | 100.00% | 100.00% |
03.05.2024 | 4.90% | 0.20 CHF | 0.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 9'971 CHF | 10'471 CHF | 100.00% | 100.00% |
02.05.2024 | 4.58% | 0.22 CHF | 0.23 CHF | 50'000 | 50'000 | 56'503 | 56'503 | 12'057 CHF | 12'622 CHF | 100.00% | 100.00% |