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 | 2.16% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 114'041 | 100'000 | 52'123 CHF | 46'739 CHF | 98.54% | 98.54% |
22.05.2024 | 2.34% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 121'571 | 100'000 | 51'437 CHF | 43'327 CHF | 92.19% | 92.19% |
21.05.2024 | 2.26% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 120'698 | 100'000 | 52'750 CHF | 44'725 CHF | 99.34% | 99.34% |
17.05.2024 | 2.60% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 138'642 | 100'000 | 52'641 CHF | 38'983 CHF | 100.00% | 100.00% |
16.05.2024 | 2.40% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 126'283 | 100'000 | 51'945 CHF | 42'164 CHF | 99.33% | 99.33% |
15.05.2024 | 2.28% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 120'080 | 99'241 | 52'713 CHF | 44'592 CHF | 98.94% | 98.94% |
14.05.2024 | 2.39% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 126'597 | 100'000 | 52'335 CHF | 42'375 CHF | 100.00% | 100.00% |
13.05.2024 | 2.58% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 135'820 | 100'000 | 51'981 CHF | 39'534 CHF | 100.00% | 100.00% |
10.05.2024 | 3.46% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 181'030 | 100'000 | 51'355 CHF | 29'399 CHF | 100.00% | 100.00% |
08.05.2024 | 3.64% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 190'724 | 100'000 | 51'369 CHF | 27'966 CHF | 100.00% | 100.00% |