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 | 4.35% | 0.39 CHF | 0.41 CHF | 130'000 | 25'000 | 141'218 | 25'000 | 52'157 CHF | 9'658 CHF | 99.25% | 99.25% |
15.05.2024 | 3.94% | 0.37 CHF | 0.39 CHF | 140'000 | 25'000 | 138'777 | 24'952 | 52'325 CHF | 9'790 CHF | 98.90% | 98.90% |
14.05.2024 | 4.08% | 0.36 CHF | 0.38 CHF | 140'000 | 25'000 | 140'592 | 25'000 | 51'604 CHF | 9'561 CHF | 95.83% | 95.83% |
13.05.2024 | 4.18% | 0.37 CHF | 0.38 CHF | 140'000 | 25'000 | 140'186 | 25'000 | 51'680 CHF | 9'621 CHF | 91.37% | 91.37% |
10.05.2024 | 4.45% | 0.37 CHF | 0.39 CHF | 140'000 | 25'000 | 130'747 | 23'703 | 46'826 CHF | 8'870 CHF | 100.00% | 100.00% |
08.05.2024 | 5.11% | 0.31 CHF | 0.32 CHF | 170'000 | 25'000 | 167'725 | 25'000 | 50'382 CHF | 7'910 CHF | 100.00% | 100.00% |
07.05.2024 | 4.48% | 0.30 CHF | 0.31 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 23'633 CHF | 8'237 CHF | 97.06% | 97.06% |
06.05.2024 | 5.51% | 0.29 CHF | 0.31 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 20'912 CHF | 7'365 CHF | 96.91% | 96.91% |
03.05.2024 | 5.59% | 0.27 CHF | 0.28 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 20'294 CHF | 7'154 CHF | 97.93% | 97.93% |
02.05.2024 | 6.06% | 0.27 CHF | 0.28 CHF | 190'000 | 50'000 | 193'973 | 50'000 | 51'557 CHF | 14'131 CHF | 99.40% | 99.40% |