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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 2.82% | 0.41 CHF | 0.43 CHF | 130'000 | 50'000 | 119'945 | 50'000 | 52'832 CHF | 22'654 CHF | 98.34% | 98.34% |
16.05.2024 | 2.42% | 0.46 CHF | 0.47 CHF | 110'000 | 50'000 | 109'999 | 50'000 | 52'408 CHF | 24'407 CHF | 84.73% | 84.73% |
15.05.2024 | 2.84% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 128'204 | 49'448 | 52'015 CHF | 20'731 CHF | 90.37% | 90.37% |
14.05.2024 | 3.15% | 0.34 CHF | 0.35 CHF | 150'000 | 50'000 | 142'261 | 50'000 | 51'300 CHF | 18'617 CHF | 98.80% | 98.80% |
13.05.2024 | 3.15% | 0.37 CHF | 0.39 CHF | 140'000 | 50'000 | 139'352 | 50'000 | 51'481 CHF | 19'071 CHF | 94.00% | 94.00% |
10.05.2024 | 2.77% | 0.42 CHF | 0.43 CHF | 120'000 | 50'000 | 130'499 | 50'000 | 51'922 CHF | 20'485 CHF | 91.46% | 91.46% |
08.05.2024 | 2.99% | 0.36 CHF | 0.38 CHF | 140'000 | 50'000 | 139'550 | 50'000 | 51'742 CHF | 19'105 CHF | 86.23% | 86.23% |
07.05.2024 | 3.25% | 0.35 CHF | 0.37 CHF | 150'000 | 50'000 | 146'200 | 50'000 | 51'481 CHF | 18'198 CHF | 97.06% | 97.06% |
06.05.2024 | 3.37% | 0.34 CHF | 0.35 CHF | 150'000 | 50'000 | 153'023 | 50'000 | 51'704 CHF | 17'484 CHF | 99.79% | 99.79% |
03.05.2024 | 3.50% | 0.34 CHF | 0.35 CHF | 150'000 | 50'000 | 165'268 | 50'000 | 51'549 CHF | 16'195 CHF | 97.56% | 97.56% |