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 | 3.23% | 0.42 CHF | 0.43 CHF | 120'000 | 50'000 | 74'162 | 37'495 | 30'699 CHF | 15'774 CHF | 97.80% | 97.80% |
15.05.2024 | 2.48% | 0.40 CHF | 0.41 CHF | 130'000 | 50'000 | 130'015 | 49'752 | 51'823 CHF | 20'326 CHF | 98.95% | 98.95% |
14.05.2024 | 2.80% | 0.40 CHF | 0.41 CHF | 130'000 | 50'000 | 147'137 | 50'000 | 51'859 CHF | 18'228 CHF | 95.97% | 95.97% |
13.05.2024 | 3.45% | 0.31 CHF | 0.32 CHF | 170'000 | 50'000 | 178'680 | 50'000 | 50'903 CHF | 14'754 CHF | 100.00% | 100.00% |
10.05.2024 | 3.38% | 0.29 CHF | 0.30 CHF | 180'000 | 50'000 | 176'588 | 50'000 | 51'385 CHF | 15'059 CHF | 94.82% | 94.82% |
08.05.2024 | 3.37% | 0.28 CHF | 0.29 CHF | 180'000 | 50'000 | 177'326 | 50'000 | 51'759 CHF | 15'103 CHF | 99.32% | 99.32% |
07.05.2024 | 3.73% | 0.28 CHF | 0.29 CHF | 180'000 | 50'000 | 194'935 | 50'000 | 51'234 CHF | 13'654 CHF | 99.98% | 99.98% |
06.05.2024 | 3.92% | 0.26 CHF | 0.27 CHF | 200'000 | 50'000 | 201'123 | 49'841 | 50'649 CHF | 13'057 CHF | 100.00% | 100.00% |
03.05.2024 | 6.60% | 0.21 CHF | 0.23 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 5'416 CHF | 5'785 CHF | 94.76% | 94.76% |
02.05.2024 | 7.02% | 0.23 CHF | 0.25 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 8'085 CHF | 8'673 CHF | 99.09% | 99.09% |