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 | 2.98% | 0.43 CHF | 0.45 CHF | 120'000 | 75'000 | 115'779 | 75'000 | 52'438 CHF | 35'014 CHF | 94.32% | 94.32% |
15.05.2024 | 3.24% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 116'848 | 74'427 | 52'241 CHF | 34'386 CHF | 87.05% | 87.05% |
14.05.2024 | 3.40% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 129'424 | 75'000 | 51'805 CHF | 31'065 CHF | 98.32% | 98.32% |
13.05.2024 | 3.09% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 126'870 | 75'000 | 52'343 CHF | 31'927 CHF | 100.00% | 100.00% |
10.05.2024 | 3.19% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 124'013 | 75'000 | 51'675 CHF | 32'279 CHF | 100.00% | 100.00% |
08.05.2024 | 3.33% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 130'945 | 75'000 | 51'436 CHF | 30'466 CHF | 100.00% | 100.00% |
07.05.2024 | 3.77% | 0.38 CHF | 0.39 CHF | 140'000 | 75'000 | 141'167 | 75'000 | 51'452 CHF | 28'393 CHF | 97.06% | 97.06% |
06.05.2024 | 3.69% | 0.34 CHF | 0.36 CHF | 150'000 | 75'000 | 147'865 | 75'000 | 51'946 CHF | 27'348 CHF | 100.00% | 100.00% |
03.05.2024 | 3.87% | 0.35 CHF | 0.36 CHF | 150'000 | 75'000 | 158'672 | 75'000 | 52'030 CHF | 25'642 CHF | 97.90% | 97.90% |
02.05.2024 | 4.58% | 0.30 CHF | 0.32 CHF | 170'000 | 75'000 | 169'942 | 75'000 | 51'663 CHF | 23'871 CHF | 98.31% | 98.31% |