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 | 4.71% | 0.42 CHF | 0.44 CHF | 120'000 | 25'000 | 115'838 | 25'000 | 51'869 CHF | 11'759 CHF | 99.32% | 99.32% |
15.05.2024 | 4.83% | 0.49 CHF | 0.51 CHF | 110'000 | 25'000 | 121'768 | 24'890 | 52'077 CHF | 11'206 CHF | 92.26% | 92.26% |
14.05.2024 | 5.47% | 0.41 CHF | 0.43 CHF | 130'000 | 25'000 | 136'249 | 25'000 | 52'341 CHF | 10'156 CHF | 98.94% | 98.94% |
13.05.2024 | 5.56% | 0.40 CHF | 0.42 CHF | 130'000 | 25'000 | 131'092 | 25'000 | 51'898 CHF | 10'474 CHF | 83.95% | 83.95% |
10.05.2024 | 4.94% | 0.45 CHF | 0.47 CHF | 120'000 | 25'000 | 120'289 | 25'000 | 51'938 CHF | 11'345 CHF | 100.00% | 100.00% |
08.05.2024 | 6.07% | 0.36 CHF | 0.38 CHF | 140'000 | 25'000 | 155'241 | 25'000 | 51'782 CHF | 8'879 CHF | 88.23% | 88.23% |
07.05.2024 | 7.08% | 0.29 CHF | 0.32 CHF | 174'802 | 25'000 | 165'038 | 25'000 | 51'250 CHF | 8'390 CHF | 89.01% | 89.01% |
06.05.2024 | 5.69% | 0.36 CHF | 0.38 CHF | 140'000 | 25'000 | 140'669 | 25'000 | 51'646 CHF | 9'721 CHF | 100.00% | 100.00% |
03.05.2024 | 5.74% | 0.37 CHF | 0.40 CHF | 140'000 | 25'000 | 139'630 | 25'000 | 51'613 CHF | 9'796 CHF | 98.64% | 98.64% |
02.05.2024 | 6.04% | 0.37 CHF | 0.39 CHF | 140'000 | 25'000 | 151'618 | 25'000 | 51'636 CHF | 9'061 CHF | 99.13% | 99.13% |