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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 2.77% | 0.42 CHF | 0.44 CHF | 120'000 | 50'000 | 123'993 | 50'000 | 51'439 CHF | 21'351 CHF | 95.43% | 95.43% |
16.05.2024 | 2.44% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 111'647 | 50'000 | 52'258 CHF | 23'998 CHF | 84.78% | 84.78% |
15.05.2024 | 2.77% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 117'037 | 49'738 | 51'787 CHF | 22'667 CHF | 91.22% | 91.22% |
14.05.2024 | 5.21% | 0.42 CHF | 0.44 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'983 CHF | 10'516 CHF | 97.00% | 97.00% |
13.05.2024 | 4.83% | 0.43 CHF | 0.45 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'159 CHF | 11'711 CHF | 98.44% | 98.44% |
10.05.2024 | 4.05% | 0.45 CHF | 0.48 CHF | 25'000 | 25'000 | 60'095 | 34'826 | 27'123 CHF | 16'331 CHF | 83.34% | 83.34% |
08.05.2024 | 2.87% | 0.37 CHF | 0.38 CHF | 140'000 | 50'000 | 139'966 | 50'000 | 51'986 CHF | 19'112 CHF | 99.41% | 99.41% |
07.05.2024 | 3.44% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 149'975 | 50'000 | 50'285 CHF | 17'352 CHF | 95.49% | 95.49% |
06.05.2024 | 3.62% | 0.34 CHF | 0.35 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 48'909 CHF | 16'903 CHF | 97.81% | 97.81% |
03.05.2024 | 3.91% | 0.31 CHF | 0.32 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 44'512 CHF | 15'429 CHF | 92.12% | 92.12% |