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 | 2.82% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 152'968 | 152'978 | 53'563 CHF | 55'097 CHF | 90.81% | 90.81% |
15.05.2024 | 2.71% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 150'431 | 150'449 | 54'868 CHF | 56'379 CHF | 89.16% | 89.16% |
14.05.2024 | 3.25% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 174'999 | 175'000 | 53'063 CHF | 54'813 CHF | 96.64% | 96.64% |
13.05.2024 | 3.15% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'446 | 175'492 | 54'825 CHF | 56'595 CHF | 97.66% | 97.66% |
10.05.2024 | 4.09% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 218'674 | 218'652 | 52'444 CHF | 54'626 CHF | 99.93% | 99.93% |
08.05.2024 | 4.41% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 238'152 | 238'090 | 52'836 CHF | 55'204 CHF | 99.90% | 99.90% |
07.05.2024 | 3.00% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 169'505 | 169'632 | 55'246 CHF | 56'978 CHF | 99.08% | 99.16% |
06.05.2024 | 9.70% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 518'042 | 441'689 | 50'781 CHF | 48'298 CHF | 99.76% | 99.76% |
03.05.2024 | 11.47% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 614'408 | 315'262 | 50'534 CHF | 29'074 CHF | 100.00% | 100.00% |
02.05.2024 | 12.71% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 676'974 | 353'169 | 49'866 CHF | 29'557 CHF | 100.00% | 100.00% |