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 | 2.40% | 0.40 CHF | 0.41 CHF | 130'000 | 50'000 | 125'793 | 50'000 | 51'763 CHF | 21'093 CHF | 99.30% | 99.30% |
15.05.2024 | 2.13% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 110'000 | 49'489 | 52'056 CHF | 23'923 CHF | 98.93% | 98.93% |
14.05.2024 | 1.98% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 100'745 | 49'363 | 51'826 CHF | 25'928 CHF | 99.99% | 99.99% |
13.05.2024 | 1.86% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 53'156 CHF | 27'078 CHF | 100.00% | 100.00% |
10.05.2024 | 1.81% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 98'673 | 50'000 | 54'061 CHF | 27'902 CHF | 100.00% | 100.00% |
08.05.2024 | 1.67% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 89'282 | 50'000 | 52'998 CHF | 30'196 CHF | 100.00% | 100.00% |
07.05.2024 | 1.55% | 0.63 CHF | 0.64 CHF | 80'000 | 50'000 | 80'052 | 50'000 | 51'360 CHF | 32'580 CHF | 96.76% | 96.76% |
06.05.2024 | 1.53% | 0.68 CHF | 0.69 CHF | 80'000 | 50'000 | 80'698 | 49'876 | 52'764 CHF | 33'133 CHF | 100.00% | 100.00% |
03.05.2024 | 2.65% | 0.68 CHF | 0.69 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'629 CHF | 18'101 CHF | 98.62% | 98.62% |
02.05.2024 | 2.69% | 0.76 CHF | 0.78 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'337 CHF | 18'837 CHF | 99.13% | 99.13% |