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 | 4.65% | 0.34 CHF | 0.36 CHF | 150'000 | 50'000 | 148'530 | 50'000 | 51'775 CHF | 18'267 CHF | 99.02% | 99.02% |
15.05.2024 | 5.23% | 0.34 CHF | 0.36 CHF | 150'000 | 50'000 | 150'104 | 49'759 | 51'556 CHF | 18'023 CHF | 98.90% | 98.90% |
14.05.2024 | 5.30% | 0.33 CHF | 0.35 CHF | 160'000 | 50'000 | 149'362 | 50'000 | 52'035 CHF | 18'421 CHF | 100.00% | 100.00% |
13.05.2024 | 4.92% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 139'871 | 50'000 | 51'463 CHF | 19'352 CHF | 100.00% | 100.00% |
10.05.2024 | 4.64% | 0.38 CHF | 0.40 CHF | 140'000 | 50'000 | 134'045 | 50'000 | 52'072 CHF | 20'364 CHF | 97.80% | 97.80% |
08.05.2024 | 4.64% | 0.40 CHF | 0.42 CHF | 130'000 | 50'000 | 120'051 | 50'000 | 52'276 CHF | 22'938 CHF | 88.98% | 88.98% |
07.05.2024 | 3.66% | 0.55 CHF | 0.57 CHF | 100'000 | 50'000 | 95'436 | 50'000 | 53'319 CHF | 29'023 CHF | 96.43% | 96.43% |
06.05.2024 | 3.50% | 0.57 CHF | 0.59 CHF | 90'000 | 50'000 | 90'529 | 50'000 | 52'623 CHF | 30'110 CHF | 100.00% | 100.00% |
03.05.2024 | 3.98% | 0.54 CHF | 0.56 CHF | 100'000 | 50'000 | 99'658 | 50'000 | 52'402 CHF | 27'365 CHF | 97.68% | 97.68% |
02.05.2024 | 3.83% | 0.53 CHF | 0.55 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'573 CHF | 27'312 CHF | 99.40% | 99.40% |