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 | 4.53% | 0.43 CHF | 0.45 CHF | 120'000 | 50'000 | 121'278 | 50'000 | 51'380 CHF | 22'172 CHF | 96.11% | 96.11% |
15.05.2024 | 2.61% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 136'914 | 49'526 | 52'263 CHF | 19'415 CHF | 83.53% | 83.53% |
14.05.2024 | 2.87% | 0.37 CHF | 0.38 CHF | 140'000 | 50'000 | 143'329 | 49'314 | 50'625 CHF | 17'936 CHF | 91.04% | 91.04% |
13.05.2024 | 2.87% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 151'287 | 50'000 | 51'912 CHF | 17'664 CHF | 97.50% | 97.50% |
10.05.2024 | 2.96% | 0.34 CHF | 0.35 CHF | 150'000 | 50'000 | 156'086 | 50'000 | 52'023 CHF | 17'173 CHF | 100.00% | 100.00% |
08.05.2024 | 3.21% | 0.32 CHF | 0.33 CHF | 160'000 | 50'000 | 167'481 | 50'000 | 51'413 CHF | 15'871 CHF | 99.92% | 99.92% |
07.05.2024 | 3.52% | 0.28 CHF | 0.29 CHF | 180'000 | 50'000 | 182'101 | 50'000 | 50'855 CHF | 14'469 CHF | 97.79% | 97.79% |
06.05.2024 | 3.71% | 0.26 CHF | 0.27 CHF | 200'000 | 50'000 | 191'641 | 49'874 | 50'890 CHF | 13'769 CHF | 98.83% | 98.83% |
03.05.2024 | 7.33% | 0.25 CHF | 0.27 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 5'987 CHF | 6'442 CHF | 98.64% | 98.64% |
02.05.2024 | 8.19% | 0.21 CHF | 0.23 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 5'602 CHF | 6'080 CHF | 99.13% | 99.13% |