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 | 3.81% | 0.29 CHF | 0.30 CHF | 180'000 | 50'000 | 163'828 | 50'000 | 52'321 CHF | 16'608 CHF | 84.78% | 84.78% |
15.05.2024 | 3.98% | 0.34 CHF | 0.35 CHF | 150'000 | 50'000 | 149'865 | 49'738 | 44'833 CHF | 15'472 CHF | 91.22% | 91.22% |
14.05.2024 | 8.00% | 0.28 CHF | 0.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 6'517 CHF | 7'059 CHF | 97.00% | 97.00% |
13.05.2024 | 7.40% | 0.29 CHF | 0.31 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'495 CHF | 8'070 CHF | 88.48% | 98.43% |
10.05.2024 | 5.56% | 0.31 CHF | 0.33 CHF | 25'000 | 25'000 | 81'935 | 34'862 | 24'978 CHF | 11'243 CHF | 83.04% | 83.04% |
08.05.2024 | 5.44% | 0.22 CHF | 0.23 CHF | 230'000 | 50'000 | 217'711 | 50'000 | 50'519 CHF | 12'265 CHF | 99.41% | 99.41% |
07.05.2024 | 5.49% | 0.21 CHF | 0.22 CHF | 240'000 | 50'000 | 249'920 | 50'000 | 50'526 CHF | 10'703 CHF | 96.12% | 96.12% |
06.05.2024 | 5.73% | 0.21 CHF | 0.22 CHF | 240'000 | 50'000 | 254'832 | 50'000 | 50'487 CHF | 10'506 CHF | 97.81% | 97.81% |
03.05.2024 | 6.25% | 0.18 CHF | 0.20 CHF | 280'000 | 50'000 | 292'795 | 50'000 | 50'893 CHF | 9'272 CHF | 91.92% | 91.92% |
02.05.2024 | 7.32% | 0.17 CHF | 0.18 CHF | 300'000 | 50'000 | 314'753 | 50'000 | 51'106 CHF | 8'748 CHF | 99.35% | 99.35% |