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 | 2.34% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 124'859 | 124'812 | 52'843 CHF | 54'071 CHF | 98.94% | 98.94% |
15.05.2024 | 3.52% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 199'360 | 199'360 | 55'580 CHF | 57'573 CHF | 67.19% | 67.19% |
14.05.2024 | 4.72% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 251'527 | 251'527 | 52'046 CHF | 54'561 CHF | 98.85% | 98.85% |
13.05.2024 | 4.68% | 0.25 CHF | 0.26 CHF | 205'000 | 225'000 | 246'850 | 246'850 | 51'580 CHF | 54'049 CHF | 90.93% | 90.93% |
10.05.2024 | 5.17% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 279'012 | 279'012 | 52'577 CHF | 55'367 CHF | 96.50% | 96.50% |
08.05.2024 | 5.54% | 0.23 CHF | 0.24 CHF | 220'000 | 250'000 | 301'080 | 301'080 | 52'863 CHF | 55'874 CHF | 92.43% | 92.43% |
07.05.2024 | 5.15% | 0.18 CHF | 0.19 CHF | 275'000 | 275'000 | 277'936 | 277'936 | 52'535 CHF | 55'314 CHF | 99.00% | 99.00% |
06.05.2024 | 6.21% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 337'513 | 337'513 | 52'674 CHF | 56'049 CHF | 98.99% | 98.99% |
03.05.2024 | 7.70% | 0.14 CHF | 0.15 CHF | 400'000 | 400'000 | 413'264 | 413'264 | 51'647 CHF | 55'780 CHF | 96.35% | 96.35% |
02.05.2024 | 7.07% | 0.12 CHF | 0.13 CHF | 475'000 | 475'000 | 381'197 | 381'198 | 52'108 CHF | 55'920 CHF | 92.03% | 92.03% |