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 | 2.57% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 135'298 | 100'000 | 51'864 CHF | 39'365 CHF | 99.33% | 99.33% |
15.05.2024 | 2.43% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 125'671 | 99'241 | 51'597 CHF | 41'798 CHF | 98.94% | 98.94% |
14.05.2024 | 2.56% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 136'124 | 100'000 | 52'436 CHF | 39'554 CHF | 100.00% | 100.00% |
13.05.2024 | 2.79% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 146'621 | 100'000 | 51'824 CHF | 36'619 CHF | 100.00% | 100.00% |
10.05.2024 | 3.83% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 199'295 | 100'000 | 51'100 CHF | 26'666 CHF | 98.34% | 98.34% |
08.05.2024 | 4.11% | 0.24 CHF | 0.25 CHF | 209'120 | 100'000 | 207'100 | 100'000 | 49'405 CHF | 24'870 CHF | 72.84% | 72.84% |
07.05.2024 | 3.45% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 180'180 | 100'000 | 51'374 CHF | 29'574 CHF | 93.30% | 93.30% |
06.05.2024 | 3.20% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 168'914 | 100'000 | 51'936 CHF | 31'815 CHF | 100.00% | 100.00% |
03.05.2024 | 3.25% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 170'038 | 100'000 | 51'535 CHF | 31'334 CHF | 98.63% | 98.63% |
02.05.2024 | 2.89% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 152'343 | 100'000 | 51'936 CHF | 35'112 CHF | 99.13% | 99.13% |