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% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 145'298 | 100'000 | 51'342 CHF | 36'365 CHF | 99.33% | 99.33% |
15.05.2024 | 2.62% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 135'671 | 99'241 | 51'640 CHF | 38'820 CHF | 98.94% | 98.94% |
14.05.2024 | 2.78% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 146'124 | 100'000 | 51'907 CHF | 36'554 CHF | 100.00% | 100.00% |
13.05.2024 | 3.04% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 159'681 | 100'000 | 51'725 CHF | 33'684 CHF | 100.00% | 100.00% |
10.05.2024 | 4.33% | 0.24 CHF | 0.25 CHF | 208'789 | 100'000 | 209'661 | 100'000 | 47'455 CHF | 23'638 CHF | 100.00% | 100.00% |
08.05.2024 | 4.65% | 0.21 CHF | 0.22 CHF | 209'120 | 100'000 | 208'747 | 100'000 | 43'900 CHF | 22'033 CHF | 100.00% | 100.00% |
07.05.2024 | 3.85% | 0.25 CHF | 0.26 CHF | 205'999 | 100'000 | 198'488 | 100'000 | 50'642 CHF | 26'548 CHF | 92.25% | 92.25% |
06.05.2024 | 3.54% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 184'175 | 100'000 | 51'136 CHF | 28'845 CHF | 98.63% | 98.63% |
03.05.2024 | 3.60% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 187'808 | 100'000 | 51'273 CHF | 28'334 CHF | 98.63% | 98.63% |
02.05.2024 | 3.17% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 166'540 | 100'000 | 51'770 CHF | 32'112 CHF | 99.13% | 99.13% |