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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 3.19% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 167'865 | 100'000 | 51'787 CHF | 31'881 CHF | 98.54% | 98.54% |
22.05.2024 | 3.58% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 185'988 | 100'000 | 50'942 CHF | 28'417 CHF | 87.58% | 87.58% |
21.05.2024 | 3.41% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 178'552 | 100'000 | 51'475 CHF | 29'878 CHF | 99.34% | 99.34% |
17.05.2024 | 4.26% | 0.25 CHF | 0.26 CHF | 200'419 | 100'000 | 201'371 | 100'000 | 46'280 CHF | 23'983 CHF | 95.81% | 95.81% |
16.05.2024 | 3.75% | 0.25 CHF | 0.26 CHF | 198'355 | 100'000 | 194'200 | 100'000 | 50'773 CHF | 27'169 CHF | 84.50% | 84.50% |
15.05.2024 | 3.40% | 0.27 CHF | 0.28 CHF | 197'597 | 100'000 | 175'620 | 99'198 | 51'289 CHF | 30'005 CHF | 93.66% | 93.66% |
14.05.2024 | 3.73% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 194'712 | 100'000 | 51'307 CHF | 27'390 CHF | 82.90% | 82.90% |
13.05.2024 | 4.25% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 197'614 | 100'000 | 46'153 CHF | 24'469 CHF | 95.44% | 95.44% |
10.05.2024 | 7.11% | 0.15 CHF | 0.16 CHF | 208'789 | 100'000 | 209'661 | 100'000 | 28'585 CHF | 14'638 CHF | 100.00% | 100.00% |
08.05.2024 | 8.01% | 0.12 CHF | 0.13 CHF | 209'120 | 100'000 | 208'747 | 100'000 | 25'113 CHF | 13'033 CHF | 100.00% | 100.00% |