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 | 2.06% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 109'112 | 100'000 | 52'312 CHF | 48'960 CHF | 97.75% | 97.75% |
15.05.2024 | 2.38% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 124'122 | 99'757 | 52'325 CHF | 43'182 CHF | 98.90% | 98.90% |
14.05.2024 | 2.20% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 117'690 | 100'000 | 52'841 CHF | 45'922 CHF | 99.50% | 99.50% |
13.05.2024 | 2.20% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 117'606 | 100'000 | 52'937 CHF | 46'040 CHF | 99.81% | 99.81% |
10.05.2024 | 2.31% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 121'596 | 100'000 | 51'982 CHF | 43'849 CHF | 100.00% | 100.00% |
08.05.2024 | 3.01% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 158'272 | 100'000 | 51'833 CHF | 33'944 CHF | 100.00% | 100.00% |
07.05.2024 | 4.48% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 230'755 | 100'000 | 50'343 CHF | 22'928 CHF | 96.64% | 96.64% |
06.05.2024 | 3.64% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 189'242 | 100'000 | 51'116 CHF | 28'311 CHF | 100.00% | 100.00% |
03.05.2024 | 3.84% | 0.24 CHF | 0.25 CHF | 210'000 | 100'000 | 198'582 | 99'973 | 50'717 CHF | 26'568 CHF | 97.93% | 97.93% |
02.05.2024 | 4.09% | 0.23 CHF | 0.24 CHF | 220'000 | 100'000 | 211'211 | 100'000 | 50'555 CHF | 25'012 CHF | 99.41% | 99.41% |