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 | 5.64% | 0.49 CHF | 0.52 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'442 CHF | 13'164 CHF | 87.70% | 87.70% |
15.05.2024 | 5.65% | 0.50 CHF | 0.53 CHF | 25'000 | 25'000 | 24'708 | 24'708 | 12'052 CHF | 12'751 CHF | 80.49% | 80.49% |
14.05.2024 | 4.70% | 0.39 CHF | 0.41 CHF | 130'000 | 50'000 | 128'249 | 50'000 | 51'374 CHF | 21'006 CHF | 91.63% | 91.63% |
13.05.2024 | 4.40% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 121'876 | 50'000 | 51'869 CHF | 22'249 CHF | 100.00% | 100.00% |
10.05.2024 | 3.93% | 0.46 CHF | 0.48 CHF | 110'000 | 50'000 | 117'087 | 50'000 | 52'508 CHF | 23'349 CHF | 96.75% | 96.75% |
08.05.2024 | 4.89% | 0.39 CHF | 0.41 CHF | 130'000 | 50'000 | 139'419 | 50'000 | 51'437 CHF | 19'377 CHF | 100.00% | 100.00% |
07.05.2024 | 4.87% | 0.37 CHF | 0.39 CHF | 140'000 | 50'000 | 147'028 | 50'000 | 51'836 CHF | 18'523 CHF | 98.92% | 98.92% |
06.05.2024 | 5.13% | 0.35 CHF | 0.37 CHF | 150'000 | 50'000 | 142'778 | 50'000 | 51'267 CHF | 18'912 CHF | 100.00% | 100.00% |
03.05.2024 | 4.27% | 0.36 CHF | 0.38 CHF | 140'000 | 50'000 | 148'392 | 50'000 | 51'529 CHF | 18'130 CHF | 98.64% | 98.64% |
02.05.2024 | 4.15% | 0.34 CHF | 0.35 CHF | 150'000 | 50'000 | 147'843 | 50'000 | 51'566 CHF | 18'200 CHF | 96.71% | 96.71% |