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 | 2.62% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 128'904 | 75'000 | 51'641 CHF | 30'856 CHF | 97.53% | 97.53% |
16.05.2024 | 2.59% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 125'722 | 75'000 | 51'898 CHF | 31'793 CHF | 98.70% | 98.70% |
15.05.2024 | 2.56% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 130'364 | 74'208 | 52'029 CHF | 30'472 CHF | 94.94% | 94.94% |
14.05.2024 | 5.56% | 0.34 CHF | 0.36 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 13'322 CHF | 14'083 CHF | 96.88% | 96.88% |
13.05.2024 | 2.66% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 134'351 | 75'000 | 51'861 CHF | 29'748 CHF | 95.94% | 95.94% |
10.05.2024 | 2.46% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 120'064 | 75'000 | 51'328 CHF | 32'860 CHF | 80.90% | 80.90% |
08.05.2024 | 2.49% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 125'041 | 75'000 | 51'869 CHF | 31'926 CHF | 58.65% | 58.65% |
07.05.2024 | 2.90% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 123'352 | 71'548 | 47'951 CHF | 28'611 CHF | 95.74% | 95.74% |
06.05.2024 | 2.59% | 0.38 CHF | 0.39 CHF | 140'000 | 75'000 | 131'057 | 75'000 | 51'518 CHF | 30'263 CHF | 97.25% | 97.25% |
03.05.2024 | 2.56% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 130'816 | 75'000 | 51'423 CHF | 30'253 CHF | 95.82% | 95.82% |