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 | 2.66% | 0.67 CHF | 0.69 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 54'571 CHF | 52'539 CHF | 94.54% | 94.54% |
15.05.2024 | 2.98% | 0.68 CHF | 0.70 CHF | 80'000 | 75'000 | 84'823 | 74'498 | 53'191 CHF | 48'221 CHF | 97.76% | 97.76% |
14.05.2024 | 3.41% | 0.57 CHF | 0.59 CHF | 90'000 | 75'000 | 97'993 | 75'000 | 51'533 CHF | 40'865 CHF | 98.87% | 98.87% |
13.05.2024 | 3.32% | 0.52 CHF | 0.54 CHF | 100'000 | 75'000 | 96'314 | 75'000 | 52'620 CHF | 42'409 CHF | 81.14% | 81.14% |
10.05.2024 | 3.25% | 0.54 CHF | 0.56 CHF | 100'000 | 75'000 | 95'919 | 75'000 | 52'945 CHF | 42'831 CHF | 95.51% | 95.51% |
08.05.2024 | 3.20% | 0.54 CHF | 0.55 CHF | 100'000 | 75'000 | 97'194 | 75'000 | 52'538 CHF | 41'922 CHF | 99.40% | 99.40% |
07.05.2024 | 3.27% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 62'953 | 61'323 | 30'378 CHF | 30'493 CHF | 98.82% | 98.82% |
06.05.2024 | 3.70% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 191'621 | 100'000 | 50'868 CHF | 27'659 CHF | 94.79% | 94.79% |
03.05.2024 | 5.28% | 0.22 CHF | 0.23 CHF | 230'000 | 100'000 | 275'854 | 100'000 | 50'782 CHF | 19'778 CHF | 97.88% | 97.88% |
02.05.2024 | 7.11% | 0.13 CHF | 0.14 CHF | 390'000 | 100'000 | 373'088 | 100'000 | 50'582 CHF | 14'589 CHF | 99.12% | 99.12% |