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 | 2.77% | 0.33 CHF | 0.34 CHF | 150'000 | 150'000 | 153'510 | 153'509 | 54'607 CHF | 56'142 CHF | 99.76% | 99.76% |
15.05.2024 | 3.60% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 194'302 | 194'302 | 53'044 CHF | 54'987 CHF | 100.00% | 100.00% |
14.05.2024 | 3.88% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 207'984 | 207'984 | 52'542 CHF | 54'622 CHF | 100.00% | 100.00% |
13.05.2024 | 3.88% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 203'913 | 203'914 | 51'520 CHF | 53'559 CHF | 100.00% | 100.00% |
10.05.2024 | 3.55% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 194'246 | 194'245 | 53'848 CHF | 55'790 CHF | 100.00% | 100.00% |
08.05.2024 | 4.01% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 215'431 | 215'432 | 52'662 CHF | 54'817 CHF | 100.00% | 100.00% |
07.05.2024 | 4.92% | 0.23 CHF | 0.24 CHF | 250'000 | 250'000 | 262'789 | 262'788 | 52'111 CHF | 54'738 CHF | 99.75% | 99.75% |
06.05.2024 | 5.02% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 265'084 | 265'085 | 51'388 CHF | 54'039 CHF | 99.52% | 99.52% |
03.05.2024 | 6.45% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 348'845 | 348'842 | 52'365 CHF | 55'853 CHF | 99.71% | 99.71% |
02.05.2024 | 7.53% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 403'186 | 403'185 | 51'522 CHF | 55'553 CHF | 100.00% | 100.00% |