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 | 2.52% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 132'118 | 50'000 | 51'854 CHF | 20'134 CHF | 100.00% | 100.00% |
16.05.2024 | 2.31% | 0.42 CHF | 0.43 CHF | 120'000 | 50'000 | 120'346 | 50'000 | 51'509 CHF | 21'903 CHF | 99.28% | 99.28% |
15.05.2024 | 2.31% | 0.42 CHF | 0.43 CHF | 120'000 | 50'000 | 120'000 | 49'642 | 51'613 CHF | 21'852 CHF | 98.33% | 98.33% |
14.05.2024 | 2.12% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 111'231 | 50'000 | 51'971 CHF | 23'871 CHF | 100.00% | 100.00% |
13.05.2024 | 2.10% | 0.46 CHF | 0.47 CHF | 110'000 | 50'000 | 109'890 | 50'000 | 51'883 CHF | 24'108 CHF | 100.00% | 100.00% |
10.05.2024 | 2.00% | 0.49 CHF | 0.50 CHF | 110'000 | 50'000 | 107'540 | 50'000 | 53'127 CHF | 25'216 CHF | 100.00% | 100.00% |
08.05.2024 | 1.97% | 0.49 CHF | 0.50 CHF | 110'000 | 50'000 | 103'260 | 50'000 | 51'912 CHF | 25'660 CHF | 100.00% | 100.00% |
07.05.2024 | 1.72% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 91'786 | 50'000 | 52'904 CHF | 29'345 CHF | 98.92% | 98.92% |
06.05.2024 | 1.66% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 53'701 CHF | 30'334 CHF | 100.00% | 100.00% |
03.05.2024 | 1.61% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 89'818 | 50'000 | 55'205 CHF | 31'233 CHF | 98.64% | 98.64% |