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 | 3.63% | 0.30 CHF | 0.31 CHF | 170'000 | 50'000 | 171'006 | 50'000 | 51'707 CHF | 15'682 CHF | 92.89% | 92.89% |
15.05.2024 | 3.04% | 0.34 CHF | 0.35 CHF | 150'000 | 50'000 | 147'252 | 49'728 | 51'696 CHF | 18'032 CHF | 89.74% | 89.74% |
14.05.2024 | 3.31% | 0.32 CHF | 0.33 CHF | 160'000 | 50'000 | 151'654 | 48'548 | 48'943 CHF | 16'180 CHF | 92.30% | 92.30% |
13.05.2024 | 5.98% | 0.32 CHF | 0.34 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'263 CHF | 8'771 CHF | 80.31% | 80.31% |
10.05.2024 | 7.37% | 0.28 CHF | 0.30 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 10'805 CHF | 11'633 CHF | 98.45% | 98.45% |
08.05.2024 | 8.42% | 0.23 CHF | 0.25 CHF | 25'000 | 25'000 | 29'409 | 25'695 | 7'138 CHF | 6'613 CHF | 91.17% | 91.17% |
07.05.2024 | 3.41% | 0.33 CHF | 0.35 CHF | 160'000 | 75'000 | 162'785 | 75'000 | 51'919 CHF | 24'806 CHF | 96.98% | 96.98% |
06.05.2024 | 3.29% | 0.30 CHF | 0.31 CHF | 170'000 | 50'000 | 163'747 | 50'000 | 51'474 CHF | 16'255 CHF | 93.80% | 93.80% |
03.05.2024 | 3.10% | 0.33 CHF | 0.34 CHF | 160'000 | 75'000 | 163'569 | 75'000 | 51'924 CHF | 24'622 CHF | 94.35% | 94.35% |
02.05.2024 | 4.29% | 0.25 CHF | 0.26 CHF | 200'000 | 75'000 | 221'130 | 75'000 | 50'472 CHF | 17'955 CHF | 80.58% | 80.58% |