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 | 2.79% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 121'357 | 50'000 | 52'383 CHF | 22'208 CHF | 84.78% | 84.78% |
15.05.2024 | 2.93% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 127'795 | 49'738 | 51'664 CHF | 20'768 CHF | 91.22% | 91.22% |
14.05.2024 | 5.90% | 0.38 CHF | 0.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'948 CHF | 9'491 CHF | 96.98% | 96.98% |
13.05.2024 | 5.30% | 0.39 CHF | 0.41 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'163 CHF | 10'715 CHF | 98.43% | 98.43% |
10.05.2024 | 4.28% | 0.42 CHF | 0.44 CHF | 25'000 | 25'000 | 64'643 | 34'826 | 26'568 CHF | 14'934 CHF | 83.34% | 83.34% |
08.05.2024 | 3.67% | 0.31 CHF | 0.32 CHF | 170'000 | 50'000 | 161'057 | 50'000 | 51'877 CHF | 16'718 CHF | 99.43% | 99.43% |
07.05.2024 | 4.14% | 0.30 CHF | 0.31 CHF | 170'000 | 50'000 | 181'330 | 50'000 | 51'406 CHF | 14'793 CHF | 96.12% | 96.12% |
06.05.2024 | 4.28% | 0.29 CHF | 0.30 CHF | 180'000 | 50'000 | 185'690 | 50'000 | 51'249 CHF | 14'418 CHF | 97.81% | 97.81% |
03.05.2024 | 4.33% | 0.26 CHF | 0.27 CHF | 200'000 | 50'000 | 206'835 | 50'000 | 50'699 CHF | 12'813 CHF | 92.11% | 92.11% |
02.05.2024 | 5.05% | 0.23 CHF | 0.25 CHF | 220'000 | 50'000 | 220'212 | 50'000 | 50'547 CHF | 12'085 CHF | 99.40% | 99.40% |