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 | 2.52% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 139'985 | 139'985 | 54'778 CHF | 56'178 CHF | 99.86% | 99.86% |
15.05.2024 | 2.48% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 137'161 | 137'161 | 54'476 CHF | 55'848 CHF | 100.00% | 100.00% |
14.05.2024 | 2.63% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 148'990 | 148'990 | 55'955 CHF | 57'445 CHF | 99.79% | 99.79% |
13.05.2024 | 2.66% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 55'647 CHF | 57'147 CHF | 100.00% | 100.00% |
10.05.2024 | 2.68% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 151'776 | 151'776 | 55'900 CHF | 57'417 CHF | 100.00% | 100.00% |
08.05.2024 | 3.78% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 203'548 | 203'548 | 52'902 CHF | 54'937 CHF | 100.00% | 100.00% |
07.05.2024 | 5.37% | 0.20 CHF | 0.21 CHF | 275'000 | 275'000 | 291'605 | 291'605 | 52'924 CHF | 55'840 CHF | 99.84% | 99.84% |
06.05.2024 | 5.86% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 313'898 | 313'898 | 52'032 CHF | 55'171 CHF | 99.83% | 99.83% |
03.05.2024 | 7.14% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 385'788 | 385'788 | 52'148 CHF | 56'006 CHF | 100.00% | 100.00% |
02.05.2024 | 7.63% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 407'876 | 407'876 | 51'483 CHF | 55'562 CHF | 100.00% | 100.00% |