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 | 2.93% | 0.33 CHF | 0.35 CHF | 160'000 | 50'000 | 133'955 | 49'919 | 52'207 CHF | 20'071 CHF | 84.78% | 84.78% |
15.05.2024 | 3.33% | 0.41 CHF | 0.43 CHF | 130'000 | 50'000 | 145'945 | 49'738 | 51'654 CHF | 18'317 CHF | 91.22% | 91.22% |
14.05.2024 | 7.10% | 0.33 CHF | 0.35 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'453 CHF | 7'999 CHF | 96.69% | 96.69% |
13.05.2024 | 6.29% | 0.33 CHF | 0.35 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'635 CHF | 9'194 CHF | 65.67% | 65.67% |
10.05.2024 | 5.13% | 0.54 CHF | 0.57 CHF | 25'000 | 25'000 | 54'949 | 34'826 | 29'027 CHF | 19'327 CHF | 83.34% | 83.34% |
08.05.2024 | 5.59% | 0.36 CHF | 0.39 CHF | 140'000 | 50'000 | 136'388 | 50'000 | 52'149 CHF | 20'246 CHF | 99.43% | 99.43% |
07.05.2024 | 6.86% | 0.33 CHF | 0.35 CHF | 160'000 | 50'000 | 166'241 | 50'000 | 51'669 CHF | 16'698 CHF | 69.79% | 69.79% |
06.05.2024 | 6.26% | 0.31 CHF | 0.34 CHF | 170'000 | 50'000 | 182'930 | 50'000 | 51'316 CHF | 14'994 CHF | 97.81% | 97.81% |
03.05.2024 | 4.92% | 0.25 CHF | 0.26 CHF | 200'000 | 50'000 | 222'115 | 50'000 | 50'559 CHF | 12'020 CHF | 63.72% | 63.72% |
02.05.2024 | 5.75% | 0.21 CHF | 0.22 CHF | 240'000 | 50'000 | 252'768 | 50'000 | 50'515 CHF | 10'628 CHF | 61.93% | 61.93% |