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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 3.17% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 139'302 | 50'000 | 51'738 CHF | 19'202 CHF | 92.60% | 92.60% |
22.05.2024 | 3.70% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 159'571 | 50'000 | 51'957 CHF | 16'934 CHF | 97.30% | 97.30% |
21.05.2024 | 3.48% | 0.32 CHF | 0.33 CHF | 160'000 | 50'000 | 152'837 | 50'000 | 51'906 CHF | 17'641 CHF | 91.81% | 91.81% |
17.05.2024 | 3.78% | 0.33 CHF | 0.34 CHF | 160'000 | 50'000 | 166'630 | 50'000 | 51'791 CHF | 16'230 CHF | 95.43% | 95.43% |
16.05.2024 | 2.93% | 0.33 CHF | 0.35 CHF | 160'000 | 50'000 | 133'955 | 49'919 | 52'207 CHF | 20'071 CHF | 84.78% | 84.78% |
15.05.2024 | 3.33% | 0.41 CHF | 0.43 CHF | 130'000 | 50'000 | 145'945 | 49'738 | 51'654 CHF | 18'317 CHF | 91.22% | 91.22% |
14.05.2024 | 7.10% | 0.33 CHF | 0.35 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'453 CHF | 7'999 CHF | 96.69% | 96.69% |
13.05.2024 | 6.29% | 0.33 CHF | 0.35 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'635 CHF | 9'194 CHF | 65.67% | 65.67% |
10.05.2024 | 5.13% | 0.54 CHF | 0.57 CHF | 25'000 | 25'000 | 54'949 | 34'826 | 29'027 CHF | 19'327 CHF | 83.34% | 83.34% |
08.05.2024 | 5.59% | 0.36 CHF | 0.39 CHF | 140'000 | 50'000 | 136'388 | 50'000 | 52'149 CHF | 20'246 CHF | 99.43% | 99.43% |