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 | 4.76% | 0.45 CHF | 0.47 CHF | 120'000 | 75'000 | 109'137 | 75'000 | 52'676 CHF | 37'989 CHF | 94.32% | 94.32% |
15.05.2024 | 4.34% | 0.49 CHF | 0.52 CHF | 110'000 | 75'000 | 110'126 | 74'427 | 52'051 CHF | 36'811 CHF | 87.05% | 87.05% |
14.05.2024 | 3.44% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 134'877 | 75'000 | 52'335 CHF | 30'152 CHF | 98.31% | 98.31% |
13.05.2024 | 3.08% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 126'244 | 75'000 | 51'912 CHF | 31'824 CHF | 100.00% | 100.00% |
10.05.2024 | 3.15% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 120'023 | 75'000 | 51'337 CHF | 33'105 CHF | 97.66% | 97.66% |
08.05.2024 | 3.43% | 0.38 CHF | 0.40 CHF | 140'000 | 75'000 | 136'731 | 75'000 | 51'970 CHF | 29'538 CHF | 99.99% | 99.99% |
07.05.2024 | 4.03% | 0.35 CHF | 0.36 CHF | 150'000 | 75'000 | 157'921 | 75'000 | 52'026 CHF | 25'761 CHF | 97.06% | 97.06% |
06.05.2024 | 4.21% | 0.29 CHF | 0.30 CHF | 180'000 | 75'000 | 171'026 | 75'000 | 51'609 CHF | 23'619 CHF | 100.00% | 100.00% |
03.05.2024 | 4.52% | 0.30 CHF | 0.31 CHF | 170'000 | 75'000 | 195'455 | 75'000 | 50'945 CHF | 20'693 CHF | 97.84% | 97.84% |
02.05.2024 | 5.59% | 0.22 CHF | 0.23 CHF | 230'000 | 75'000 | 228'243 | 75'000 | 50'549 CHF | 17'587 CHF | 98.08% | 98.08% |