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 | 2.89% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 152'258 | 100'000 | 51'974 CHF | 35'164 CHF | 99.33% | 99.33% |
15.05.2024 | 2.71% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 140'491 | 99'241 | 51'838 CHF | 37'646 CHF | 98.94% | 98.94% |
14.05.2024 | 2.87% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 150'276 | 100'000 | 51'595 CHF | 35'375 CHF | 100.00% | 100.00% |
13.05.2024 | 3.15% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 165'433 | 100'000 | 51'650 CHF | 32'534 CHF | 100.00% | 100.00% |
10.05.2024 | 4.55% | 0.23 CHF | 0.24 CHF | 208'789 | 100'000 | 209'638 | 100'000 | 45'147 CHF | 22'540 CHF | 100.00% | 100.00% |
08.05.2024 | 4.89% | 0.19 CHF | 0.20 CHF | 209'258 | 100'000 | 208'683 | 100'000 | 41'660 CHF | 20'966 CHF | 100.00% | 100.00% |
07.05.2024 | 4.03% | 0.23 CHF | 0.24 CHF | 205'906 | 100'000 | 202'128 | 100'000 | 49'288 CHF | 25'404 CHF | 88.86% | 88.86% |
06.05.2024 | 3.71% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 191'815 | 100'000 | 50'762 CHF | 27'528 CHF | 95.64% | 95.64% |
03.05.2024 | 3.73% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 195'740 | 100'000 | 51'500 CHF | 27'341 CHF | 93.91% | 93.91% |
02.05.2024 | 3.29% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 172'865 | 100'000 | 51'757 CHF | 30'961 CHF | 99.13% | 99.13% |