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 | 3.73% | 0.45 CHF | 0.47 CHF | 120'000 | 75'000 | 111'867 | 75'000 | 51'374 CHF | 35'765 CHF | 99.25% | 99.25% |
15.05.2024 | 4.26% | 0.45 CHF | 0.47 CHF | 120'000 | 75'000 | 119'129 | 74'253 | 52'229 CHF | 33'972 CHF | 98.90% | 98.90% |
14.05.2024 | 4.07% | 0.46 CHF | 0.48 CHF | 110'000 | 75'000 | 116'910 | 75'000 | 51'657 CHF | 34'553 CHF | 100.00% | 100.00% |
13.05.2024 | 4.65% | 0.40 CHF | 0.42 CHF | 130'000 | 75'000 | 130'142 | 75'000 | 51'618 CHF | 31'166 CHF | 100.00% | 100.00% |
10.05.2024 | 4.67% | 0.40 CHF | 0.42 CHF | 130'000 | 75'000 | 133'885 | 75'000 | 51'937 CHF | 30'507 CHF | 96.15% | 96.15% |
08.05.2024 | 5.00% | 0.35 CHF | 0.37 CHF | 150'000 | 75'000 | 148'920 | 75'000 | 51'622 CHF | 27'360 CHF | 83.69% | 83.69% |
07.05.2024 | 4.83% | 0.32 CHF | 0.33 CHF | 162'939 | 75'000 | 160'385 | 75'000 | 51'088 CHF | 25'101 CHF | 81.90% | 81.90% |
06.05.2024 | 3.12% | 0.33 CHF | 0.34 CHF | 160'000 | 75'000 | 161'748 | 75'000 | 51'111 CHF | 24'455 CHF | 62.34% | 62.34% |
03.05.2024 | 3.90% | 0.32 CHF | 0.33 CHF | 164'623 | 75'000 | 167'475 | 75'000 | 48'830 CHF | 22'786 CHF | 81.51% | 81.51% |
02.05.2024 | 3.84% | 0.23 CHF | 0.24 CHF | 186'071 | 75'000 | 178'425 | 75'000 | 45'606 CHF | 19'935 CHF | 99.40% | 99.40% |