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 | 3.04% | 0.34 CHF | 0.35 CHF | 150'000 | 50'000 | 159'930 | 50'000 | 51'807 CHF | 16'705 CHF | 94.40% | 94.40% |
15.05.2024 | 3.23% | 0.30 CHF | 0.31 CHF | 170'000 | 50'000 | 169'991 | 49'752 | 51'828 CHF | 15'666 CHF | 98.73% | 98.73% |
14.05.2024 | 3.53% | 0.29 CHF | 0.30 CHF | 180'000 | 50'000 | 177'888 | 49'352 | 50'013 CHF | 14'384 CHF | 98.58% | 98.58% |
13.05.2024 | 3.44% | 0.28 CHF | 0.29 CHF | 180'000 | 50'000 | 180'000 | 50'000 | 51'442 CHF | 14'789 CHF | 100.00% | 100.00% |
10.05.2024 | 3.39% | 0.28 CHF | 0.29 CHF | 180'000 | 50'000 | 178'316 | 50'000 | 51'731 CHF | 15'010 CHF | 93.16% | 93.16% |
08.05.2024 | 3.73% | 0.26 CHF | 0.27 CHF | 200'000 | 50'000 | 196'483 | 50'000 | 51'754 CHF | 13'676 CHF | 99.64% | 99.64% |
07.05.2024 | 3.61% | 0.27 CHF | 0.28 CHF | 190'000 | 50'000 | 187'916 | 50'000 | 51'068 CHF | 14'099 CHF | 94.45% | 94.45% |
06.05.2024 | 4.02% | 0.24 CHF | 0.25 CHF | 210'000 | 50'000 | 206'451 | 50'000 | 50'258 CHF | 12'678 CHF | 100.00% | 100.00% |
03.05.2024 | 4.12% | 0.22 CHF | 0.23 CHF | 228'386 | 50'000 | 212'005 | 50'000 | 50'372 CHF | 12'397 CHF | 96.17% | 96.17% |
02.05.2024 | 4.69% | 0.20 CHF | 0.21 CHF | 247'462 | 50'000 | 240'454 | 50'000 | 50'124 CHF | 10'931 CHF | 90.00% | 90.00% |