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 | 2.38% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 90'449 | 75'000 | 52'607 CHF | 44'719 CHF | 97.20% | 97.20% |
15.05.2024 | 2.28% | 0.63 CHF | 0.64 CHF | 80'000 | 75'000 | 87'268 | 74'230 | 52'736 CHF | 45'951 CHF | 98.15% | 98.15% |
14.05.2024 | 2.72% | 0.55 CHF | 0.57 CHF | 100'000 | 75'000 | 103'356 | 75'000 | 51'664 CHF | 38'560 CHF | 99.99% | 99.99% |
13.05.2024 | 2.41% | 0.50 CHF | 0.51 CHF | 100'000 | 75'000 | 100'382 | 75'000 | 52'030 CHF | 39'830 CHF | 99.36% | 99.36% |
10.05.2024 | 3.31% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 131'984 | 75'000 | 52'054 CHF | 30'907 CHF | 100.00% | 100.00% |
08.05.2024 | 3.56% | 0.34 CHF | 0.36 CHF | 150'000 | 75'000 | 143'051 | 75'000 | 51'664 CHF | 28'137 CHF | 97.77% | 97.77% |
07.05.2024 | 3.87% | 0.50 CHF | 0.52 CHF | 100'000 | 75'000 | 43'903 | 41'104 | 23'609 CHF | 23'070 CHF | 92.03% | 92.03% |
06.05.2024 | 7.36% | 0.18 CHF | 0.19 CHF | 280'000 | 75'000 | 232'083 | 75'000 | 37'791 CHF | 13'103 CHF | 98.68% | 98.68% |
03.05.2024 | 8.42% | 0.14 CHF | 0.15 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 29'972 CHF | 10'869 CHF | 97.99% | 97.99% |
02.05.2024 | 9.39% | 0.12 CHF | 0.13 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 27'830 CHF | 10'192 CHF | 85.86% | 85.86% |