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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 2.13% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 117'961 | 117'961 | 54'696 CHF | 55'875 CHF | 88.55% | 88.55% |
16.05.2024 | 2.31% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'955 | 125'955 | 53'897 CHF | 55'157 CHF | 50.22% | 50.22% |
15.05.2024 | 2.66% | 0.41 CHF | 0.42 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 55'619 CHF | 57'119 CHF | 90.48% | 90.48% |
14.05.2024 | 2.94% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 164'298 | 164'298 | 54'959 CHF | 56'602 CHF | 94.47% | 94.47% |
13.05.2024 | 3.12% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 174'459 | 174'459 | 55'162 CHF | 56'907 CHF | 95.24% | 95.24% |
10.05.2024 | 2.80% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 152'425 | 152'425 | 53'781 CHF | 55'305 CHF | 71.38% | 71.38% |
08.05.2024 | 3.98% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 208'366 | 208'366 | 51'238 CHF | 53'322 CHF | 15.73% | 15.73% |
07.05.2024 | 4.22% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 225'289 | 225'289 | 52'345 CHF | 54'598 CHF | 95.12% | 95.12% |
06.05.2024 | 4.38% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 243'371 | 243'371 | 54'298 CHF | 56'731 CHF | 99.08% | 99.08% |
03.05.2024 | 5.53% | 0.17 CHF | 0.18 CHF | 325'000 | 325'000 | 302'505 | 302'505 | 53'194 CHF | 56'219 CHF | 98.90% | 98.90% |