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 | 2.99% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 157'352 | 100'000 | 51'877 CHF | 33'996 CHF | 99.28% | 99.28% |
15.05.2024 | 2.80% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 145'055 | 99'241 | 51'671 CHF | 36'393 CHF | 98.94% | 98.94% |
14.05.2024 | 2.98% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 156'583 | 100'000 | 51'701 CHF | 34'058 CHF | 100.00% | 100.00% |
13.05.2024 | 3.26% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 171'090 | 100'000 | 51'608 CHF | 31'473 CHF | 100.00% | 100.00% |
10.05.2024 | 4.81% | 0.22 CHF | 0.23 CHF | 208'459 | 100'000 | 209'623 | 100'000 | 42'610 CHF | 21'331 CHF | 100.00% | 100.00% |
08.05.2024 | 5.19% | 0.18 CHF | 0.19 CHF | 209'143 | 100'000 | 208'833 | 100'000 | 39'267 CHF | 19'806 CHF | 100.00% | 100.00% |
07.05.2024 | 4.23% | 0.22 CHF | 0.23 CHF | 205'719 | 100'000 | 203'623 | 100'000 | 47'314 CHF | 24'249 CHF | 93.05% | 93.05% |
06.05.2024 | 3.88% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 198'006 | 100'000 | 50'121 CHF | 26'348 CHF | 89.40% | 89.40% |
03.05.2024 | 3.86% | 0.25 CHF | 0.26 CHF | 202'823 | 100'000 | 198'791 | 100'000 | 50'549 CHF | 26'447 CHF | 58.01% | 58.01% |
02.05.2024 | 3.42% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 178'756 | 100'000 | 51'443 CHF | 29'804 CHF | 99.13% | 99.13% |