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 | 3.66% | 0.58 CHF | 0.60 CHF | 90'000 | 50'000 | 57'480 | 37'482 | 32'687 CHF | 21'792 CHF | 97.70% | 97.70% |
15.05.2024 | 2.85% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 98'701 | 49'752 | 54'016 CHF | 28'020 CHF | 98.95% | 98.95% |
14.05.2024 | 3.10% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 108'465 | 50'000 | 52'479 CHF | 25'121 CHF | 97.15% | 97.15% |
13.05.2024 | 4.22% | 0.42 CHF | 0.44 CHF | 120'000 | 50'000 | 138'068 | 50'000 | 51'727 CHF | 19'560 CHF | 100.00% | 100.00% |
10.05.2024 | 3.91% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 135'012 | 50'000 | 52'009 CHF | 20'047 CHF | 94.82% | 94.82% |
08.05.2024 | 4.13% | 0.37 CHF | 0.38 CHF | 140'000 | 50'000 | 136'371 | 50'000 | 52'317 CHF | 20'010 CHF | 99.09% | 99.09% |
07.05.2024 | 2.95% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 149'470 | 50'000 | 50'020 CHF | 17'237 CHF | 99.98% | 99.98% |
06.05.2024 | 3.13% | 0.33 CHF | 0.34 CHF | 150'000 | 50'000 | 149'334 | 49'867 | 47'164 CHF | 16'246 CHF | 100.00% | 100.00% |
03.05.2024 | 5.92% | 0.26 CHF | 0.27 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 6'499 CHF | 6'894 CHF | 94.30% | 94.30% |
02.05.2024 | 6.06% | 0.29 CHF | 0.30 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 9'606 CHF | 10'203 CHF | 98.80% | 98.80% |