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 | 5.54% | 0.39 CHF | 0.41 CHF | 130'000 | 50'000 | 79'234 | 37'495 | 30'362 CHF | 14'792 CHF | 97.80% | 97.80% |
15.05.2024 | 4.38% | 0.36 CHF | 0.38 CHF | 140'000 | 50'000 | 141'550 | 49'752 | 51'182 CHF | 18'798 CHF | 98.95% | 98.95% |
14.05.2024 | 3.73% | 0.36 CHF | 0.38 CHF | 140'000 | 50'000 | 173'032 | 50'000 | 51'698 CHF | 15'750 CHF | 97.11% | 97.11% |
13.05.2024 | 4.72% | 0.24 CHF | 0.25 CHF | 210'000 | 50'000 | 243'151 | 50'000 | 50'260 CHF | 10'865 CHF | 100.00% | 100.00% |
10.05.2024 | 4.48% | 0.21 CHF | 0.22 CHF | 240'000 | 50'000 | 231'625 | 50'000 | 50'496 CHF | 11'419 CHF | 94.82% | 94.82% |
08.05.2024 | 4.47% | 0.20 CHF | 0.21 CHF | 250'000 | 50'000 | 230'607 | 50'000 | 50'493 CHF | 11'470 CHF | 99.32% | 99.32% |
07.05.2024 | 5.30% | 0.21 CHF | 0.22 CHF | 240'000 | 50'000 | 276'298 | 50'000 | 50'732 CHF | 9'708 CHF | 99.98% | 99.98% |
06.05.2024 | 5.70% | 0.18 CHF | 0.19 CHF | 280'000 | 50'000 | 296'113 | 49'867 | 50'546 CHF | 9'039 CHF | 100.00% | 100.00% |
03.05.2024 | 11.65% | 0.13 CHF | 0.14 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 3'317 CHF | 3'726 CHF | 94.77% | 94.77% |
02.05.2024 | 11.19% | 0.15 CHF | 0.17 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 4'993 CHF | 5'580 CHF | 99.05% | 99.05% |