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 | 2.39% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 124'563 | 100'000 | 51'583 CHF | 42'442 CHF | 98.54% | 98.54% |
22.05.2024 | 2.60% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 138'347 | 100'000 | 52'474 CHF | 38'943 CHF | 92.19% | 92.19% |
21.05.2024 | 2.51% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 131'172 | 100'000 | 51'597 CHF | 40'359 CHF | 99.36% | 99.36% |
17.05.2024 | 2.93% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 153'828 | 100'000 | 51'790 CHF | 34'692 CHF | 100.00% | 100.00% |
16.05.2024 | 2.67% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 140'123 | 100'000 | 51'722 CHF | 37'927 CHF | 99.33% | 99.33% |
15.05.2024 | 2.52% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 131'596 | 99'241 | 52'047 CHF | 40'269 CHF | 98.94% | 98.94% |
14.05.2024 | 2.67% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 138'725 | 100'000 | 51'274 CHF | 37'985 CHF | 100.00% | 100.00% |
13.05.2024 | 2.90% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 151'678 | 100'000 | 51'594 CHF | 35'303 CHF | 100.00% | 100.00% |
10.05.2024 | 4.11% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 206'480 | 100'000 | 49'255 CHF | 24'881 CHF | 51.12% | 51.12% |
08.05.2024 | 4.35% | 0.22 CHF | 0.23 CHF | 208'854 | 100'000 | 208'884 | 100'000 | 47'035 CHF | 23'520 CHF | 97.83% | 97.83% |