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 | 2.85% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 149'073 | 50'000 | 51'640 CHF | 17'825 CHF | 81.26% | 81.26% |
15.05.2024 | 2.88% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 150'101 | 49'742 | 51'795 CHF | 17'665 CHF | 95.21% | 95.21% |
14.05.2024 | 3.09% | 0.33 CHF | 0.34 CHF | 160'000 | 50'000 | 163'523 | 50'000 | 52'146 CHF | 16'458 CHF | 98.41% | 98.41% |
13.05.2024 | 3.12% | 0.32 CHF | 0.33 CHF | 160'000 | 50'000 | 164'371 | 50'000 | 51'838 CHF | 16'276 CHF | 99.58% | 99.58% |
10.05.2024 | 3.30% | 0.30 CHF | 0.31 CHF | 170'000 | 50'000 | 172'125 | 50'000 | 51'352 CHF | 15'422 CHF | 81.66% | 81.66% |
08.05.2024 | 3.37% | 0.30 CHF | 0.31 CHF | 170'000 | 50'000 | 176'106 | 50'000 | 51'331 CHF | 15'084 CHF | 99.34% | 99.34% |
07.05.2024 | 4.05% | 0.26 CHF | 0.27 CHF | 200'000 | 50'000 | 209'347 | 50'000 | 50'655 CHF | 12'626 CHF | 96.73% | 96.73% |
06.05.2024 | 4.22% | 0.23 CHF | 0.24 CHF | 220'000 | 50'000 | 217'779 | 50'000 | 50'553 CHF | 12'111 CHF | 100.00% | 100.00% |
03.05.2024 | 4.39% | 0.23 CHF | 0.24 CHF | 220'000 | 50'000 | 227'266 | 50'000 | 50'596 CHF | 11'637 CHF | 98.64% | 98.64% |
02.05.2024 | 4.43% | 0.21 CHF | 0.22 CHF | 240'000 | 50'000 | 229'271 | 50'000 | 50'563 CHF | 11'536 CHF | 90.22% | 90.22% |