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 | 2.93% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 159'932 | 159'932 | 53'745 CHF | 55'344 CHF | 99.25% | 99.25% |
15.05.2024 | 3.57% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 190'509 | 190'509 | 52'372 CHF | 54'277 CHF | 99.39% | 99.39% |
14.05.2024 | 3.58% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 193'305 | 193'305 | 53'086 CHF | 55'019 CHF | 99.16% | 99.16% |
13.05.2024 | 3.74% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 199'858 | 199'858 | 52'413 CHF | 54'412 CHF | 99.38% | 99.38% |
10.05.2024 | 3.32% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 175'690 | 175'690 | 52'057 CHF | 53'814 CHF | 99.39% | 99.39% |
08.05.2024 | 3.97% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 214'072 | 214'072 | 52'783 CHF | 54'924 CHF | 99.39% | 99.39% |
07.05.2024 | 5.45% | 0.19 CHF | 0.20 CHF | 300'000 | 300'000 | 298'624 | 298'624 | 53'359 CHF | 56'345 CHF | 99.23% | 99.23% |
06.05.2024 | 4.95% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 258'312 | 258'312 | 50'889 CHF | 53'472 CHF | 99.22% | 99.22% |
03.05.2024 | 6.51% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 354'920 | 322'477 | 52'610 CHF | 53'789 CHF | 99.39% | 99.39% |
02.05.2024 | 13.48% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 721'725 | 374'884 | 49'962 CHF | 29'702 CHF | 99.39% | 99.39% |