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 | 3.62% | 0.29 CHF | 0.30 CHF | 180'000 | 75'000 | 182'034 | 75'000 | 50'910 CHF | 21'757 CHF | 98.70% | 98.70% |
15.05.2024 | 3.36% | 0.27 CHF | 0.28 CHF | 190'000 | 75'000 | 170'797 | 74'208 | 51'633 CHF | 23'321 CHF | 94.94% | 94.94% |
14.05.2024 | 4.86% | 0.43 CHF | 0.45 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 15'371 CHF | 16'134 CHF | 96.89% | 96.89% |
13.05.2024 | 2.86% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 139'376 | 75'000 | 51'133 CHF | 28'339 CHF | 95.94% | 95.94% |
10.05.2024 | 3.26% | 0.34 CHF | 0.35 CHF | 150'000 | 75'000 | 159'845 | 75'000 | 52'101 CHF | 25'257 CHF | 80.91% | 80.91% |
08.05.2024 | 2.95% | 0.36 CHF | 0.38 CHF | 140'000 | 75'000 | 146'891 | 75'000 | 51'348 CHF | 27'033 CHF | 58.66% | 58.66% |
07.05.2024 | 2.95% | 0.37 CHF | 0.38 CHF | 140'000 | 75'000 | 128'876 | 71'630 | 49'013 CHF | 28'022 CHF | 98.08% | 98.08% |
06.05.2024 | 2.69% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 136'492 | 75'000 | 52'260 CHF | 29'516 CHF | 97.27% | 97.27% |
03.05.2024 | 2.65% | 0.38 CHF | 0.39 CHF | 140'000 | 75'000 | 135'203 | 75'000 | 51'839 CHF | 29'546 CHF | 94.95% | 94.95% |
02.05.2024 | 2.52% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 128'459 | 75'000 | 51'553 CHF | 30'888 CHF | 99.12% | 99.12% |