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 | 2.40% | 0.65 CHF | 0.67 CHF | 80'000 | 25'000 | 86'663 | 25'000 | 52'453 CHF | 15'548 CHF | 99.25% | 99.25% |
15.05.2024 | 2.40% | 0.61 CHF | 0.63 CHF | 90'000 | 25'000 | 86'300 | 24'952 | 53'282 CHF | 15'798 CHF | 98.73% | 98.73% |
14.05.2024 | 2.41% | 0.59 CHF | 0.60 CHF | 90'000 | 25'000 | 89'844 | 25'000 | 53'412 CHF | 15'232 CHF | 95.83% | 95.83% |
13.05.2024 | 2.62% | 0.59 CHF | 0.59 CHF | 90'000 | 12'500 | 87'799 | 24'960 | 53'282 CHF | 15'575 CHF | 64.41% | 91.37% |
10.05.2024 | 2.80% | 0.61 CHF | 0.62 CHF | 90'000 | 25'000 | 84'707 | 23'703 | 48'232 CHF | 13'895 CHF | 100.00% | 100.00% |
08.05.2024 | 3.68% | 0.47 CHF | 0.49 CHF | 110'000 | 25'000 | 120'778 | 25'000 | 52'187 CHF | 11'235 CHF | 100.00% | 100.00% |
07.05.2024 | 3.21% | 0.42 CHF | 0.43 CHF | 120'000 | 25'000 | 114'453 | 25'000 | 52'303 CHF | 11'829 CHF | 97.06% | 97.06% |
06.05.2024 | 4.23% | 0.40 CHF | 0.42 CHF | 130'000 | 25'000 | 82'766 | 25'000 | 30'404 CHF | 9'524 CHF | 96.89% | 96.91% |
03.05.2024 | 4.43% | 0.33 CHF | 0.35 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 25'544 CHF | 8'899 CHF | 97.93% | 97.93% |
02.05.2024 | 5.05% | 0.33 CHF | 0.34 CHF | 149'535 | 50'000 | 149'409 | 50'000 | 48'532 CHF | 17'084 CHF | 86.57% | 86.57% |