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 | 5,38% | 0,21 CHF | 0,22 CHF | 230 359 | 50 000 | 225 340 | 50 000 | 49 181 CHF | 11 517 CHF | 81,10% | 81,10% |
15/05/2024 | 6,36% | 0,22 CHF | 0,23 CHF | 222 915 | 50 000 | 262 219 | 49 447 | 46 723 CHF | 9 430 CHF | 90,26% | 90,26% |
14/05/2024 | 7,07% | 0,14 CHF | 0,15 CHF | 306 980 | 50 000 | 294 639 | 50 000 | 45 191 CHF | 8 232 CHF | 98,81% | 98,81% |
13/05/2024 | 6,67% | 0,16 CHF | 0,17 CHF | 291 112 | 50 000 | 288 157 | 50 000 | 46 196 CHF | 8 575 CHF | 94,00% | 94,00% |
10/05/2024 | 7,13% | 0,20 CHF | 0,21 CHF | 253 806 | 50 000 | 269 594 | 50 000 | 47 407 CHF | 9 456 CHF | 86,59% | 86,59% |
08/05/2024 | 6,74% | 0,16 CHF | 0,17 CHF | 287 469 | 50 000 | 286 579 | 50 000 | 46 643 CHF | 8 708 CHF | 86,23% | 86,23% |
07/05/2024 | 7,11% | 0,15 CHF | 0,17 CHF | 301 921 | 50 000 | 302 751 | 50 000 | 46 709 CHF | 8 284 CHF | 97,06% | 97,06% |
06/05/2024 | 7,75% | 0,15 CHF | 0,16 CHF | 318 017 | 50 000 | 315 729 | 50 000 | 46 732 CHF | 7 997 CHF | 99,79% | 99,79% |
03/05/2024 | 7,45% | 0,15 CHF | 0,16 CHF | 309 585 | 50 000 | 341 465 | 50 000 | 46 366 CHF | 7 337 CHF | 97,06% | 97,06% |
02/05/2024 | 7,92% | 0,12 CHF | 0,13 CHF | 390 618 | 50 000 | 330 290 | 50 000 | 47 383 CHF | 7 801 CHF | 92,83% | 92,83% |