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 | - | 0.30 CHF | - CHF | 175'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.05% |
15.05.2024 | 3.86% | 0.30 CHF | 0.27 CHF | 200'000 | 200'000 | 202'087 | 202'087 | 51'403 CHF | 53'424 CHF | 12.53% | 99.14% |
14.05.2024 | 4.08% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 220'676 | 220'676 | 52'914 CHF | 55'121 CHF | 98.88% | 98.88% |
13.05.2024 | 4.49% | 0.22 CHF | 0.23 CHF | 225'000 | 225'000 | 242'684 | 242'684 | 52'888 CHF | 55'315 CHF | 99.18% | 99.18% |
10.05.2024 | 3.83% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 51'295 CHF | 53'295 CHF | 18.13% | 92.90% |
08.05.2024 | 4.58% | 0.22 CHF | 0.23 CHF | 225'000 | 225'000 | 247'244 | 247'244 | 52'751 CHF | 55'223 CHF | 99.18% | 99.18% |
07.05.2024 | 4.84% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 253'416 | 253'416 | 51'116 CHF | 53'650 CHF | 98.93% | 98.93% |
06.05.2024 | 4.54% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 249'088 | 249'088 | 53'618 CHF | 56'109 CHF | 98.98% | 98.98% |
03.05.2024 | 4.78% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 253'383 | 253'383 | 51'818 CHF | 54'352 CHF | 97.35% | 97.35% |
02.05.2024 | 5.09% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 273'841 | 273'841 | 52'395 CHF | 55'133 CHF | 98.75% | 98.75% |