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 | 3.02% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 159'453 | 100'000 | 51'983 CHF | 33'622 CHF | 98.54% | 98.54% |
22.05.2024 | 3.35% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 175'310 | 100'000 | 51'381 CHF | 30'327 CHF | 92.19% | 92.19% |
21.05.2024 | 3.22% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 170'699 | 100'000 | 52'107 CHF | 31'564 CHF | 99.34% | 99.34% |
17.05.2024 | 3.93% | 0.27 CHF | 0.28 CHF | 200'000 | 100'000 | 200'315 | 100'000 | 49'989 CHF | 25'957 CHF | 75.41% | 75.41% |
16.05.2024 | 3.48% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 181'888 | 100'000 | 51'309 CHF | 29'231 CHF | 92.72% | 92.72% |
15.05.2024 | 3.25% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 167'005 | 99'241 | 51'566 CHF | 31'691 CHF | 98.94% | 98.94% |
14.05.2024 | 3.47% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 180'275 | 100'000 | 51'091 CHF | 29'375 CHF | 100.00% | 100.00% |
13.05.2024 | 3.98% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 192'686 | 100'000 | 47'948 CHF | 26'154 CHF | 61.09% | 61.09% |
10.05.2024 | 6.26% | 0.17 CHF | 0.18 CHF | 208'789 | 100'000 | 209'638 | 100'000 | 32'569 CHF | 16'540 CHF | 100.00% | 100.00% |
08.05.2024 | 6.94% | 0.13 CHF | 0.14 CHF | 209'258 | 100'000 | 208'683 | 100'000 | 29'139 CHF | 14'966 CHF | 100.00% | 100.00% |