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 | 3.53% | 0.28 CHF | 0.29 CHF | 180'000 | 75'000 | 177'267 | 75'000 | 51'545 CHF | 22'602 CHF | 98.70% | 98.70% |
15.05.2024 | 3.66% | 0.31 CHF | 0.32 CHF | 170'000 | 75'000 | 184'137 | 74'208 | 51'537 CHF | 21'621 CHF | 94.94% | 94.94% |
14.05.2024 | 8.11% | 0.23 CHF | 0.25 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 9'093 CHF | 9'860 CHF | 96.88% | 96.88% |
13.05.2024 | 3.72% | 0.28 CHF | 0.29 CHF | 180'000 | 75'000 | 186'181 | 75'000 | 50'949 CHF | 21'315 CHF | 95.93% | 95.93% |
10.05.2024 | 3.35% | 0.30 CHF | 0.31 CHF | 170'000 | 75'000 | 169'779 | 75'000 | 52'374 CHF | 23'926 CHF | 80.89% | 80.89% |
08.05.2024 | 3.44% | 0.29 CHF | 0.30 CHF | 180'000 | 75'000 | 174'069 | 75'000 | 51'937 CHF | 23'178 CHF | 58.65% | 58.65% |
07.05.2024 | 4.07% | 0.29 CHF | 0.30 CHF | 180'000 | 75'000 | 170'313 | 71'629 | 47'131 CHF | 20'622 CHF | 98.05% | 98.05% |
06.05.2024 | 3.59% | 0.27 CHF | 0.28 CHF | 190'000 | 75'000 | 181'164 | 75'000 | 50'930 CHF | 21'861 CHF | 97.25% | 97.25% |
03.05.2024 | 3.51% | 0.29 CHF | 0.30 CHF | 180'000 | 75'000 | 179'910 | 75'000 | 50'924 CHF | 21'992 CHF | 95.83% | 95.83% |
02.05.2024 | 3.64% | 0.26 CHF | 0.27 CHF | 200'000 | 75'000 | 185'233 | 75'000 | 50'863 CHF | 21'382 CHF | 95.84% | 95.84% |