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 | 4.47% | 0.44 CHF | 0.46 CHF | 120'000 | 75'000 | 120'000 | 75'000 | 52'288 CHF | 34'173 CHF | 31.63% | 31.63% |
15.05.2024 | 5.30% | 0.39 CHF | 0.41 CHF | 130'000 | 75'000 | 145'887 | 74'610 | 52'232 CHF | 28'283 CHF | 64.14% | 64.14% |
14.05.2024 | 5.77% | 0.29 CHF | 0.31 CHF | 180'000 | 75'000 | 188'189 | 73'459 | 49'140 CHF | 20'434 CHF | 42.93% | 42.93% |
13.05.2024 | 6.94% | 0.26 CHF | 0.28 CHF | 200'000 | 75'000 | 194'105 | 75'000 | 51'509 CHF | 21'392 CHF | 99.17% | 99.17% |
10.05.2024 | 5.90% | 0.31 CHF | 0.33 CHF | 170'000 | 75'000 | 165'918 | 75'000 | 51'914 CHF | 24'933 CHF | 96.63% | 96.63% |
08.05.2024 | 4.26% | 0.26 CHF | 0.27 CHF | 200'000 | 75'000 | 191'159 | 75'000 | 51'470 CHF | 21'117 CHF | 98.19% | 98.19% |
07.05.2024 | 3.90% | 0.28 CHF | 0.29 CHF | 180'000 | 75'000 | 201'276 | 75'000 | 50'640 CHF | 19'651 CHF | 98.05% | 98.05% |
06.05.2024 | 5.02% | 0.21 CHF | 0.22 CHF | 240'000 | 75'000 | 259'702 | 75'000 | 50'374 CHF | 15'333 CHF | 83.86% | 83.86% |
03.05.2024 | 5.58% | 0.18 CHF | 0.19 CHF | 297'960 | 75'000 | 290'823 | 75'000 | 50'688 CHF | 13'922 CHF | 77.75% | 77.75% |
02.05.2024 | 6.49% | 0.14 CHF | 0.15 CHF | 360'000 | 75'000 | 340'062 | 75'000 | 50'722 CHF | 11'965 CHF | 40.77% | 40.77% |