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 | 2.40% | 0.41 CHF | 0.42 CHF | 130'000 | 75'000 | 127'346 | 75'000 | 52'444 CHF | 31'659 CHF | 91.82% | 91.82% |
15.05.2024 | 2.64% | 0.38 CHF | 0.39 CHF | 140'000 | 75'000 | 139'965 | 74'184 | 52'288 CHF | 28'450 CHF | 91.75% | 91.75% |
14.05.2024 | 2.84% | 0.36 CHF | 0.37 CHF | 140'000 | 75'000 | 145'724 | 75'000 | 50'669 CHF | 26'851 CHF | 98.29% | 98.29% |
13.05.2024 | 2.51% | 0.38 CHF | 0.39 CHF | 140'000 | 75'000 | 131'627 | 75'000 | 51'683 CHF | 30'212 CHF | 100.00% | 100.00% |
10.05.2024 | 2.48% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 130'229 | 75'000 | 51'870 CHF | 30'624 CHF | 92.69% | 92.69% |
08.05.2024 | 2.66% | 0.38 CHF | 0.39 CHF | 140'000 | 75'000 | 139'513 | 75'000 | 51'768 CHF | 28'587 CHF | 98.35% | 98.35% |
07.05.2024 | 3.13% | 0.33 CHF | 0.34 CHF | 148'573 | 75'000 | 149'247 | 75'000 | 46'924 CHF | 24'332 CHF | 96.44% | 96.44% |
06.05.2024 | 2.97% | 0.31 CHF | 0.32 CHF | 149'020 | 75'000 | 148'142 | 75'000 | 49'241 CHF | 25'683 CHF | 94.89% | 94.89% |
03.05.2024 | 3.18% | 0.30 CHF | 0.31 CHF | 149'504 | 75'000 | 149'508 | 75'000 | 46'320 CHF | 23'988 CHF | 80.49% | 80.49% |
02.05.2024 | 3.49% | 0.28 CHF | 0.29 CHF | 152'013 | 75'000 | 151'803 | 75'000 | 42'738 CHF | 21'868 CHF | 99.13% | 99.13% |