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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 3.05% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 90'000 | 23'259 | 53'895 CHF | 14'134 CHF | 86.55% | 86.55% |
21.05.2024 | 3.74% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 103'568 | 21'189 | 52'904 CHF | 11'894 CHF | 93.43% | 93.43% |
17.05.2024 | 4.19% | 0.44 CHF | 0.45 CHF | 120'000 | 50'000 | 120'000 | 23'220 | 52'609 CHF | 10'521 CHF | 87.28% | 87.28% |
16.05.2024 | 3.66% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 102'877 | 23'033 | 51'039 CHF | 11'589 CHF | 87.72% | 87.72% |
15.05.2024 | 4.52% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 126'703 | 21'998 | 52'359 CHF | 9'777 CHF | 99.67% | 99.67% |
14.05.2024 | 4.87% | 0.37 CHF | 0.38 CHF | 140'000 | 50'000 | 140'079 | 23'744 | 52'285 CHF | 9'223 CHF | 84.19% | 84.19% |
13.05.2024 | 4.70% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 132'238 | 22'908 | 51'724 CHF | 9'164 CHF | 74.17% | 74.17% |
10.05.2024 | 3.82% | 0.44 CHF | 0.45 CHF | 120'000 | 50'000 | 118'545 | 32'401 | 52'891 CHF | 14'921 CHF | 45.48% | 45.48% |
08.05.2024 | 3.73% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 105'692 | 23'352 | 51'892 CHF | 11'740 CHF | 87.23% | 87.23% |
07.05.2024 | 4.20% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 118'214 | 24'277 | 51'749 CHF | 11'243 CHF | 80.40% | 80.40% |