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 | 2,79% | 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% |
07/05/2024 | 4,14% | 0,30 CHF | 0,31 CHF | 170 000 | 50 000 | 181 330 | 50 000 | 51 406 CHF | 14 793 CHF | 96,12% | 96,12% |
06/05/2024 | 4,28% | 0,29 CHF | 0,30 CHF | 180 000 | 50 000 | 185 690 | 50 000 | 51 249 CHF | 14 418 CHF | 97,81% | 97,81% |
03/05/2024 | 4,33% | 0,26 CHF | 0,27 CHF | 200 000 | 50 000 | 206 835 | 50 000 | 50 699 CHF | 12 813 CHF | 92,11% | 92,11% |
02/05/2024 | 5,05% | 0,23 CHF | 0,25 CHF | 220 000 | 50 000 | 220 212 | 50 000 | 50 547 CHF | 12 085 CHF | 99,40% | 99,40% |