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 | 3.02% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 169'902 | 169'902 | 55'416 CHF | 57'115 CHF | 99.82% | 99.82% |
15.05.2024 | 2.93% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 162'654 | 162'654 | 54'731 CHF | 56'358 CHF | 100.00% | 100.00% |
14.05.2024 | 3.39% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 180'655 | 180'697 | 52'409 CHF | 54'229 CHF | 99.72% | 99.72% |
13.05.2024 | 3.29% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 175'479 | 175'480 | 52'455 CHF | 54'210 CHF | 100.00% | 100.00% |
10.05.2024 | 4.03% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 218'408 | 218'408 | 53'021 CHF | 55'205 CHF | 100.00% | 100.00% |
08.05.2024 | 4.31% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 233'444 | 233'427 | 52'896 CHF | 55'227 CHF | 100.00% | 100.00% |
07.05.2024 | 3.17% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 175'989 | 176'016 | 54'443 CHF | 56'211 CHF | 99.59% | 99.59% |
06.05.2024 | 8.30% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 447'139 | 447'129 | 51'636 CHF | 56'106 CHF | 99.76% | 99.76% |
03.05.2024 | 9.37% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 496'753 | 491'102 | 50'572 CHF | 54'918 CHF | 100.00% | 100.00% |
02.05.2024 | 9.71% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 511'952 | 450'300 | 50'143 CHF | 48'902 CHF | 100.00% | 100.00% |