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 | 3.23% | 0.31 CHF | 0.32 CHF | 170'000 | 50'000 | 169'872 | 50'000 | 51'810 CHF | 15'757 CHF | 96.11% | 96.11% |
15.05.2024 | 3.62% | 0.27 CHF | 0.28 CHF | 190'000 | 50'000 | 186'406 | 49'535 | 51'000 CHF | 14'058 CHF | 85.12% | 85.12% |
14.05.2024 | 3.95% | 0.27 CHF | 0.28 CHF | 190'000 | 50'000 | 194'050 | 49'346 | 49'413 CHF | 13'081 CHF | 90.92% | 90.92% |
13.05.2024 | 3.92% | 0.25 CHF | 0.26 CHF | 200'000 | 50'000 | 201'696 | 50'000 | 50'421 CHF | 13'003 CHF | 97.50% | 97.50% |
10.05.2024 | 4.06% | 0.24 CHF | 0.25 CHF | 210'000 | 50'000 | 208'363 | 50'000 | 50'329 CHF | 12'582 CHF | 100.00% | 100.00% |
08.05.2024 | 4.45% | 0.23 CHF | 0.24 CHF | 220'000 | 50'000 | 229'867 | 50'000 | 50'500 CHF | 11'507 CHF | 99.92% | 99.92% |
07.05.2024 | 4.86% | 0.20 CHF | 0.21 CHF | 250'000 | 50'000 | 249'324 | 50'000 | 50'082 CHF | 10'547 CHF | 96.44% | 96.44% |
06.05.2024 | 4.93% | 0.19 CHF | 0.20 CHF | 270'000 | 50'000 | 253'078 | 49'874 | 50'285 CHF | 10'441 CHF | 98.83% | 98.83% |
03.05.2024 | 9.94% | 0.18 CHF | 0.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 4'206 CHF | 4'644 CHF | 98.63% | 98.63% |
02.05.2024 | 11.55% | 0.15 CHF | 0.17 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 3'915 CHF | 4'394 CHF | 99.13% | 99.13% |