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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 4.95% | 0.20 CHF | 0.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 9'856 CHF | 10'356 CHF | 100.00% | 100.00% |
16.05.2024 | 5.67% | 0.19 CHF | 0.20 CHF | 50'000 | 50'000 | 49'139 | 49'139 | 8'426 CHF | 8'917 CHF | 100.00% | 100.00% |
15.05.2024 | 5.19% | 0.18 CHF | 0.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 9'392 CHF | 9'892 CHF | 100.00% | 100.00% |
14.05.2024 | 5.61% | 0.19 CHF | 0.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 8'679 CHF | 9'179 CHF | 100.00% | 100.00% |
13.05.2024 | 5.78% | 0.18 CHF | 0.19 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 10'110 CHF | 10'710 CHF | 100.00% | 100.00% |
10.05.2024 | 6.19% | 0.16 CHF | 0.17 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 9'413 CHF | 10'013 CHF | 100.00% | 100.00% |
08.05.2024 | 6.16% | 0.16 CHF | 0.17 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 9'451 CHF | 10'051 CHF | 100.00% | 100.00% |
07.05.2024 | 6.07% | 0.16 CHF | 0.17 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 9'588 CHF | 10'189 CHF | 100.00% | 100.00% |
06.05.2024 | 6.20% | 0.16 CHF | 0.17 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 9'379 CHF | 9'979 CHF | 100.00% | 100.00% |
03.05.2024 | 6.36% | 0.16 CHF | 0.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 7'628 CHF | 8'128 CHF | 100.00% | 100.00% |