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 | 3.74% | 0.30 CHF | 0.31 CHF | 170'000 | 50'000 | 163'964 | 50'000 | 51'687 CHF | 16'371 CHF | 84.78% | 84.78% |
15.05.2024 | 3.69% | 0.32 CHF | 0.34 CHF | 160'000 | 50'000 | 170'525 | 49'738 | 51'835 CHF | 15'703 CHF | 91.22% | 91.22% |
14.05.2024 | 7.55% | 0.29 CHF | 0.31 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 6'921 CHF | 7'463 CHF | 96.99% | 96.99% |
13.05.2024 | 6.98% | 0.29 CHF | 0.31 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'424 CHF | 7'962 CHF | 98.44% | 98.44% |
10.05.2024 | 5.70% | 0.30 CHF | 0.32 CHF | 25'000 | 25'000 | 83'000 | 34'894 | 25'062 CHF | 11'070 CHF | 82.77% | 82.77% |
08.05.2024 | 4.16% | 0.26 CHF | 0.27 CHF | 200'000 | 50'000 | 192'993 | 50'000 | 51'510 CHF | 13'917 CHF | 99.43% | 99.43% |
07.05.2024 | 4.62% | 0.25 CHF | 0.27 CHF | 200'000 | 50'000 | 203'593 | 50'000 | 50'298 CHF | 12'943 CHF | 95.49% | 95.49% |
06.05.2024 | 4.73% | 0.25 CHF | 0.26 CHF | 200'000 | 50'000 | 208'868 | 50'000 | 50'337 CHF | 12'640 CHF | 97.81% | 97.81% |
03.05.2024 | 5.09% | 0.23 CHF | 0.24 CHF | 220'000 | 50'000 | 226'258 | 50'000 | 50'589 CHF | 11'773 CHF | 92.12% | 92.12% |
02.05.2024 | 5.34% | 0.22 CHF | 0.23 CHF | 230'000 | 50'000 | 236'409 | 50'000 | 50'472 CHF | 11'266 CHF | 99.40% | 99.40% |