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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 5.86% | 0.16 CHF | 0.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 74'549 CHF | 26'350 CHF | 98.90% | 98.90% |
16.05.2024 | 6.41% | 0.15 CHF | 0.16 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 68'000 CHF | 24'167 CHF | 98.13% | 98.13% |
15.05.2024 | 3.79% | 0.19 CHF | 0.20 CHF | 450'000 | 150'000 | 350'103 | 116'701 | 89'925 CHF | 31'142 CHF | 97.84% | 97.84% |
14.05.2024 | 2.89% | 0.32 CHF | 0.33 CHF | 300'000 | 100'000 | 299'829 | 99'943 | 102'211 CHF | 35'070 CHF | 93.57% | 93.57% |
13.05.2024 | 3.06% | 0.33 CHF | 0.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 96'466 CHF | 33'155 CHF | 98.38% | 98.38% |
10.05.2024 | 2.94% | 0.37 CHF | 0.38 CHF | 225'000 | 75'000 | 295'101 | 98'367 | 98'907 CHF | 33'953 CHF | 99.39% | 99.39% |
08.05.2024 | 2.05% | 0.47 CHF | 0.48 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 108'628 CHF | 36'959 CHF | 98.86% | 98.86% |
07.05.2024 | 2.01% | 0.46 CHF | 0.47 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 111'036 CHF | 37'762 CHF | 97.58% | 97.58% |
06.05.2024 | 1.60% | 0.59 CHF | 0.60 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 139'684 CHF | 47'311 CHF | 98.43% | 98.43% |
03.05.2024 | 1.18% | 0.79 CHF | 0.80 CHF | 150'000 | 50'000 | 150'377 | 50'126 | 127'431 CHF | 42'978 CHF | 97.72% | 97.72% |