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 | 2.89% | 0.34 CHF | 0.35 CHF | 90'000 | 90'000 | 90'176 | 90'176 | 30'759 CHF | 31'661 CHF | 100.00% | 100.00% |
15.05.2024 | 2.72% | 0.36 CHF | 0.37 CHF | 90'000 | 90'000 | 97'575 | 97'575 | 35'333 CHF | 36'308 CHF | 100.00% | 100.00% |
14.05.2024 | 2.86% | 0.34 CHF | 0.35 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 34'503 CHF | 35'503 CHF | 100.00% | 100.00% |
13.05.2024 | 3.46% | 0.27 CHF | 0.28 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 35'544 CHF | 36'794 CHF | 100.00% | 100.00% |
10.05.2024 | 3.90% | 0.25 CHF | 0.26 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 31'463 CHF | 32'713 CHF | 100.00% | 100.00% |
08.05.2024 | 4.77% | 0.21 CHF | 0.22 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 30'734 CHF | 32'234 CHF | 100.00% | 100.00% |
07.05.2024 | 5.09% | 0.20 CHF | 0.21 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 33'543 CHF | 35'293 CHF | 100.00% | 100.00% |
06.05.2024 | 5.63% | 0.18 CHF | 0.19 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 25'964 CHF | 27'464 CHF | 100.00% | 100.00% |
03.05.2024 | 4.42% | 0.19 CHF | 0.20 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 30'084 CHF | 31'334 CHF | 99.15% | 99.15% |
02.05.2024 | 3.65% | 0.27 CHF | 0.28 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 33'705 CHF | 34'955 CHF | 99.94% | 99.94% |