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 | 3.03% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 112'776 | 75'000 | 51'667 CHF | 35'432 CHF | 97.20% | 97.20% |
15.05.2024 | 3.12% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 111'153 | 74'230 | 51'208 CHF | 35'285 CHF | 98.15% | 98.15% |
14.05.2024 | 2.72% | 0.45 CHF | 0.47 CHF | 120'000 | 75'000 | 120'000 | 75'000 | 52'315 CHF | 33'598 CHF | 100.00% | 100.00% |
13.05.2024 | 2.48% | 0.44 CHF | 0.45 CHF | 120'000 | 75'000 | 118'726 | 75'000 | 53'451 CHF | 34'630 CHF | 99.36% | 99.36% |
10.05.2024 | 3.05% | 0.44 CHF | 0.46 CHF | 120'000 | 75'000 | 122'317 | 75'000 | 51'796 CHF | 32'778 CHF | 100.00% | 100.00% |
08.05.2024 | 3.48% | 0.40 CHF | 0.42 CHF | 130'000 | 75'000 | 128'839 | 75'000 | 51'929 CHF | 31'312 CHF | 97.77% | 97.77% |
07.05.2024 | 4.64% | 0.44 CHF | 0.45 CHF | 120'000 | 75'000 | 45'425 | 41'102 | 20'312 CHF | 19'273 CHF | 92.08% | 92.08% |
06.05.2024 | 3.53% | 0.35 CHF | 0.36 CHF | 150'000 | 75'000 | 150'859 | 75'000 | 51'892 CHF | 26'729 CHF | 98.68% | 98.68% |
03.05.2024 | 3.74% | 0.33 CHF | 0.34 CHF | 160'000 | 75'000 | 160'000 | 75'000 | 51'750 CHF | 25'183 CHF | 98.01% | 98.01% |
02.05.2024 | 3.81% | 0.31 CHF | 0.32 CHF | 170'000 | 75'000 | 167'168 | 75'000 | 52'274 CHF | 24'374 CHF | 85.87% | 85.87% |