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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 3.80% | 0.37 CHF | 0.39 CHF | 140'000 | 75'000 | 144'165 | 74'230 | 51'460 CHF | 27'567 CHF | 98.15% | 98.15% |
14.05.2024 | 4.81% | 0.31 CHF | 0.33 CHF | 170'000 | 75'000 | 185'719 | 75'000 | 51'162 CHF | 21'709 CHF | 99.98% | 99.98% |
13.05.2024 | 4.95% | 0.28 CHF | 0.29 CHF | 180'000 | 75'000 | 177'339 | 75'000 | 51'540 CHF | 22'925 CHF | 99.36% | 99.36% |
10.05.2024 | 6.17% | 0.24 CHF | 0.26 CHF | 210'000 | 75'000 | 218'758 | 74'961 | 46'168 CHF | 16'877 CHF | 100.00% | 100.00% |
08.05.2024 | 6.92% | 0.18 CHF | 0.19 CHF | 225'000 | 75'000 | 224'794 | 74'961 | 42'214 CHF | 15'082 CHF | 97.77% | 97.77% |
07.05.2024 | 6.41% | 0.29 CHF | 0.31 CHF | 180'000 | 75'000 | 51'004 | 41'103 | 16'191 CHF | 14'193 CHF | 92.00% | 92.00% |
06.05.2024 | 14.59% | 0.09 CHF | 0.10 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 18'392 CHF | 7'091 CHF | 98.68% | 98.68% |
03.05.2024 | 18.16% | 0.07 CHF | 0.08 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 14'512 CHF | 5'797 CHF | 98.00% | 98.00% |
02.05.2024 | 17.09% | 0.06 CHF | 0.07 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 13'639 CHF | 5'397 CHF | 85.86% | 85.86% |
30.04.2024 | 17.69% | 0.06 CHF | 0.07 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 15'813 CHF | 6'291 CHF | 100.00% | 100.00% |