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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 2.63% | 0.44 CHF | 0.45 CHF | 120'000 | 50'000 | 121'073 | 50'000 | 52'239 CHF | 22'157 CHF | 98.36% | 98.36% |
22.05.2024 | 2.95% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 132'475 | 50'000 | 52'176 CHF | 20'310 CHF | 97.30% | 97.30% |
21.05.2024 | 2.94% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 128'473 | 50'000 | 51'576 CHF | 20'701 CHF | 91.79% | 91.79% |
17.05.2024 | 3.03% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 137'514 | 50'000 | 51'627 CHF | 19'401 CHF | 95.43% | 95.43% |
16.05.2024 | 2.79% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 121'357 | 50'000 | 52'383 CHF | 22'208 CHF | 84.78% | 84.78% |
15.05.2024 | 2.93% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 127'795 | 49'738 | 51'664 CHF | 20'768 CHF | 91.22% | 91.22% |
14.05.2024 | 5.90% | 0.38 CHF | 0.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'948 CHF | 9'491 CHF | 96.98% | 96.98% |
13.05.2024 | 5.30% | 0.39 CHF | 0.41 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'163 CHF | 10'715 CHF | 98.43% | 98.43% |
10.05.2024 | 4.28% | 0.42 CHF | 0.44 CHF | 25'000 | 25'000 | 64'643 | 34'826 | 26'568 CHF | 14'934 CHF | 83.34% | 83.34% |
08.05.2024 | 3.67% | 0.31 CHF | 0.32 CHF | 170'000 | 50'000 | 161'057 | 50'000 | 51'877 CHF | 16'718 CHF | 99.43% | 99.43% |