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 | 2.23% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 119'003 | 75'000 | 52'780 CHF | 34'028 CHF | 79.41% | 79.41% |
15.05.2024 | 2.37% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 120'817 | 74'530 | 50'894 CHF | 32'152 CHF | 80.44% | 80.44% |
14.05.2024 | 2.73% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 135'800 | 73'997 | 50'234 CHF | 28'152 CHF | 95.55% | 95.55% |
13.05.2024 | 2.57% | 0.38 CHF | 0.39 CHF | 140'000 | 75'000 | 135'960 | 75'000 | 52'269 CHF | 29'599 CHF | 81.67% | 81.67% |
10.05.2024 | 2.55% | 0.38 CHF | 0.39 CHF | 140'000 | 75'000 | 133'192 | 75'000 | 51'598 CHF | 29'819 CHF | 75.00% | 75.00% |
08.05.2024 | 2.83% | 0.34 CHF | 0.35 CHF | 150'000 | 75'000 | 148'854 | 75'000 | 51'947 CHF | 26'930 CHF | 98.00% | 98.00% |
07.05.2024 | 2.86% | 0.35 CHF | 0.36 CHF | 150'000 | 75'000 | 149'732 | 75'000 | 51'668 CHF | 26'634 CHF | 97.57% | 97.57% |
06.05.2024 | 3.06% | 0.32 CHF | 0.33 CHF | 160'000 | 75'000 | 161'436 | 75'000 | 51'993 CHF | 24'913 CHF | 99.90% | 99.90% |
03.05.2024 | 3.42% | 0.29 CHF | 0.30 CHF | 180'000 | 75'000 | 179'289 | 75'000 | 51'593 CHF | 22'337 CHF | 98.53% | 98.53% |
02.05.2024 | 3.61% | 0.26 CHF | 0.27 CHF | 200'000 | 75'000 | 187'827 | 75'000 | 51'129 CHF | 21'187 CHF | 99.11% | 99.11% |