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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 2.65% | 0.41 CHF | 0.42 CHF | 130'000 | 75'000 | 128'842 | 75'000 | 51'982 CHF | 31'086 CHF | 97.53% | 97.53% |
16.05.2024 | 2.56% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 122'997 | 75'000 | 51'339 CHF | 32'136 CHF | 98.70% | 98.70% |
15.05.2024 | 2.54% | 0.44 CHF | 0.45 CHF | 120'000 | 75'000 | 129'561 | 74'208 | 51'867 CHF | 30'577 CHF | 94.94% | 94.94% |
14.05.2024 | 5.71% | 0.33 CHF | 0.35 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 12'987 CHF | 13'749 CHF | 96.87% | 96.87% |
13.05.2024 | 2.72% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 134'153 | 75'000 | 51'815 CHF | 29'782 CHF | 95.94% | 95.94% |
10.05.2024 | 2.42% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 120'000 | 75'000 | 51'929 CHF | 33'250 CHF | 80.90% | 80.90% |
08.05.2024 | 2.40% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 124'488 | 75'000 | 52'078 CHF | 32'167 CHF | 58.66% | 58.66% |
07.05.2024 | 2.85% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 122'771 | 71'548 | 47'854 CHF | 28'669 CHF | 95.75% | 95.75% |
06.05.2024 | 2.60% | 0.38 CHF | 0.39 CHF | 140'000 | 75'000 | 131'017 | 75'000 | 51'724 CHF | 30'399 CHF | 97.26% | 97.26% |
03.05.2024 | 2.52% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 129'857 | 75'000 | 51'313 CHF | 30'398 CHF | 95.79% | 95.79% |