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 | 2.31% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 120'936 | 100'000 | 51'709 CHF | 43'771 CHF | 99.33% | 99.33% |
15.05.2024 | 2.19% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 114'579 | 99'241 | 51'938 CHF | 46'015 CHF | 98.94% | 98.94% |
14.05.2024 | 2.32% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 120'708 | 100'000 | 51'493 CHF | 43'672 CHF | 100.00% | 100.00% |
13.05.2024 | 2.49% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 130'881 | 100'000 | 51'967 CHF | 40'930 CHF | 100.00% | 100.00% |
10.05.2024 | 3.29% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 173'025 | 100'000 | 51'728 CHF | 30'924 CHF | 100.00% | 100.00% |
08.05.2024 | 3.47% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 181'431 | 100'000 | 51'359 CHF | 29'328 CHF | 100.00% | 100.00% |
07.05.2024 | 3.01% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 158'361 | 100'000 | 51'760 CHF | 33'746 CHF | 96.40% | 96.40% |
06.05.2024 | 2.82% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 148'094 | 100'000 | 51'727 CHF | 36'000 CHF | 100.00% | 100.00% |
03.05.2024 | 2.85% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 149'251 | 100'000 | 51'538 CHF | 35'558 CHF | 98.62% | 98.62% |
02.05.2024 | 2.58% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 135'018 | 100'000 | 51'715 CHF | 39'328 CHF | 99.13% | 99.13% |