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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 4.52% | 0.32 CHF | 0.33 CHF | 160'000 | 75'000 | 169'266 | 74'427 | 51'639 CHF | 23'825 CHF | 87.05% | 87.05% |
14.05.2024 | 5.78% | 0.26 CHF | 0.27 CHF | 200'000 | 75'000 | 214'671 | 75'000 | 50'524 CHF | 18'732 CHF | 98.32% | 98.32% |
13.05.2024 | 5.66% | 0.26 CHF | 0.27 CHF | 200'000 | 75'000 | 199'813 | 75'000 | 51'030 CHF | 20'276 CHF | 100.00% | 100.00% |
10.05.2024 | 5.25% | 0.27 CHF | 0.28 CHF | 190'000 | 75'000 | 191'005 | 75'000 | 51'348 CHF | 21'264 CHF | 99.30% | 99.30% |
08.05.2024 | 5.78% | 0.23 CHF | 0.25 CHF | 220'000 | 75'000 | 218'080 | 75'000 | 50'474 CHF | 18'426 CHF | 100.00% | 100.00% |
07.05.2024 | 6.46% | 0.21 CHF | 0.22 CHF | 240'000 | 75'000 | 262'245 | 75'000 | 50'555 CHF | 15'457 CHF | 97.06% | 97.06% |
06.05.2024 | 7.77% | 0.17 CHF | 0.18 CHF | 318'732 | 75'000 | 290'295 | 75'000 | 50'777 CHF | 14'202 CHF | 99.48% | 99.48% |
03.05.2024 | 8.63% | 0.17 CHF | 0.19 CHF | 300'000 | 75'000 | 325'493 | 75'000 | 50'629 CHF | 12'980 CHF | 59.30% | 59.30% |
02.05.2024 | 11.36% | 0.12 CHF | 0.13 CHF | 420'000 | 75'000 | 401'823 | 75'000 | 50'428 CHF | 10'580 CHF | 23.42% | 23.42% |
30.04.2024 | 8.51% | 0.13 CHF | 0.14 CHF | 390'000 | 75'000 | 380'095 | 75'000 | 50'547 CHF | 10'878 CHF | 33.51% | 33.51% |