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 | 2.45% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 129'975 | 75'000 | 52'317 CHF | 30'939 CHF | 94.54% | 94.54% |
15.05.2024 | 2.69% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 139'625 | 74'483 | 51'597 CHF | 28'332 CHF | 97.82% | 97.82% |
14.05.2024 | 3.19% | 0.34 CHF | 0.35 CHF | 150'000 | 75'000 | 167'574 | 75'000 | 51'767 CHF | 23'946 CHF | 99.09% | 99.09% |
13.05.2024 | 3.04% | 0.31 CHF | 0.32 CHF | 170'000 | 75'000 | 160'226 | 75'000 | 51'854 CHF | 25'040 CHF | 99.36% | 99.36% |
10.05.2024 | 3.00% | 0.32 CHF | 0.33 CHF | 160'000 | 75'000 | 157'087 | 75'000 | 51'610 CHF | 25'419 CHF | 95.55% | 95.55% |
08.05.2024 | 3.07% | 0.32 CHF | 0.33 CHF | 160'000 | 75'000 | 162'185 | 75'000 | 51'954 CHF | 24'828 CHF | 99.39% | 99.39% |
07.05.2024 | 5.49% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 79'308 | 61'463 | 22'818 CHF | 18'548 CHF | 97.61% | 97.61% |
06.05.2024 | 5.88% | 0.17 CHF | 0.18 CHF | 300'000 | 100'000 | 308'807 | 100'000 | 50'946 CHF | 17'564 CHF | 94.79% | 94.79% |
03.05.2024 | 7.85% | 0.14 CHF | 0.15 CHF | 360'000 | 100'000 | 413'111 | 100'000 | 50'531 CHF | 13'388 CHF | 98.01% | 98.01% |
02.05.2024 | 9.62% | 0.09 CHF | 0.10 CHF | 500'000 | 100'000 | 499'552 | 100'000 | 49'469 CHF | 10'904 CHF | 99.13% | 99.13% |