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 | 3.40% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 178'080 | 100'000 | 51'527 CHF | 29'951 CHF | 99.30% | 99.30% |
15.05.2024 | 3.93% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 204'610 | 99'241 | 51'034 CHF | 25'784 CHF | 98.89% | 98.89% |
14.05.2024 | 3.57% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 181'387 | 98'769 | 50'369 CHF | 28'576 CHF | 99.86% | 99.86% |
13.05.2024 | 4.03% | 0.24 CHF | 0.25 CHF | 210'000 | 100'000 | 208'640 | 100'000 | 50'796 CHF | 25'423 CHF | 100.00% | 100.00% |
10.05.2024 | 3.68% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 191'722 | 100'000 | 51'176 CHF | 27'722 CHF | 100.00% | 100.00% |
08.05.2024 | 3.99% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 204'422 | 100'000 | 50'222 CHF | 25'583 CHF | 100.00% | 100.00% |
07.05.2024 | 4.30% | 0.23 CHF | 0.24 CHF | 220'000 | 100'000 | 221'956 | 100'000 | 50'539 CHF | 23'793 CHF | 80.41% | 80.41% |
06.05.2024 | 4.04% | 0.23 CHF | 0.24 CHF | 220'000 | 100'000 | 209'497 | 100'000 | 50'782 CHF | 25'297 CHF | 100.00% | 100.00% |
03.05.2024 | 3.40% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 177'721 | 100'000 | 51'448 CHF | 30'077 CHF | 96.10% | 96.10% |
02.05.2024 | 5.07% | 0.19 CHF | 0.20 CHF | 235'781 | 100'000 | 235'202 | 100'000 | 45'326 CHF | 20'278 CHF | 86.86% | 86.86% |