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 | 2.46% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 127'502 | 75'000 | 51'909 CHF | 31'347 CHF | 96.74% | 96.74% |
15.05.2024 | 2.53% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 128'526 | 74'188 | 51'820 CHF | 30'707 CHF | 89.49% | 89.49% |
14.05.2024 | 2.48% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 124'188 | 74'487 | 51'261 CHF | 31'549 CHF | 93.33% | 93.33% |
13.05.2024 | 2.55% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 129'811 | 75'000 | 51'341 CHF | 30'470 CHF | 90.10% | 90.10% |
10.05.2024 | 2.46% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 129'745 | 75'000 | 52'024 CHF | 30'858 CHF | 91.95% | 91.95% |
08.05.2024 | 2.88% | 0.35 CHF | 0.36 CHF | 150'000 | 75'000 | 152'209 | 75'000 | 52'127 CHF | 26'449 CHF | 98.66% | 98.66% |
07.05.2024 | 2.98% | 0.35 CHF | 0.36 CHF | 150'000 | 75'000 | 157'088 | 75'000 | 51'918 CHF | 25'559 CHF | 98.30% | 98.30% |
06.05.2024 | 2.92% | 0.33 CHF | 0.34 CHF | 160'000 | 75'000 | 155'490 | 75'000 | 52'377 CHF | 26'034 CHF | 100.00% | 100.00% |
03.05.2024 | 3.11% | 0.32 CHF | 0.33 CHF | 160'000 | 75'000 | 164'288 | 75'000 | 51'976 CHF | 24'506 CHF | 98.32% | 98.32% |
02.05.2024 | 3.61% | 0.26 CHF | 0.27 CHF | 200'000 | 75'000 | 188'351 | 75'000 | 51'203 CHF | 21'177 CHF | 99.13% | 99.13% |