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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 2.41% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 120'272 | 99'230 | 51'468 CHF | 43'493 CHF | 98.15% | 98.15% |
14.05.2024 | 2.59% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 134'240 | 100'000 | 51'793 CHF | 39'617 CHF | 99.98% | 99.98% |
13.05.2024 | 2.60% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 131'077 | 100'000 | 51'518 CHF | 40'354 CHF | 99.36% | 99.36% |
10.05.2024 | 2.87% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 149'357 | 100'000 | 51'333 CHF | 35'498 CHF | 100.00% | 100.00% |
08.05.2024 | 3.03% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 159'390 | 100'000 | 51'773 CHF | 33'523 CHF | 97.77% | 97.77% |
07.05.2024 | 4.51% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 58'572 | 54'803 | 23'102 CHF | 22'634 CHF | 92.08% | 92.08% |
06.05.2024 | 4.73% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 243'383 | 100'000 | 50'258 CHF | 21'662 CHF | 98.68% | 98.68% |
03.05.2024 | 5.17% | 0.19 CHF | 0.20 CHF | 270'000 | 100'000 | 271'510 | 100'000 | 51'128 CHF | 19'837 CHF | 98.01% | 98.01% |
02.05.2024 | 5.30% | 0.18 CHF | 0.19 CHF | 280'000 | 100'000 | 276'121 | 100'000 | 50'749 CHF | 19'388 CHF | 85.86% | 85.86% |
30.04.2024 | 4.95% | 0.18 CHF | 0.19 CHF | 280'000 | 100'000 | 256'367 | 100'000 | 50'462 CHF | 20'712 CHF | 100.00% | 100.00% |