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 | 3.50% | 0.30 CHF | 0.31 CHF | 200'000 | 200'000 | 177'680 | 177'680 | 53'479 CHF | 55'218 CHF | 90.96% | 90.96% |
15.05.2024 | 3.70% | 0.24 CHF | 0.24 CHF | 220'000 | 200'000 | 227'346 | 198'016 | 51'286 CHF | 46'383 CHF | 97.42% | 97.42% |
14.05.2024 | 4.63% | 0.20 CHF | 0.21 CHF | 250'000 | 200'000 | 241'943 | 191'950 | 48'347 CHF | 40'109 CHF | 86.05% | 86.05% |
13.05.2024 | 3.59% | 0.24 CHF | 0.25 CHF | 220'000 | 200'000 | 224'147 | 200'000 | 51'173 CHF | 47'350 CHF | 85.01% | 85.01% |
10.05.2024 | 3.71% | 0.22 CHF | 0.23 CHF | 230'000 | 200'000 | 230'088 | 200'000 | 51'052 CHF | 46'055 CHF | 93.10% | 93.10% |
08.05.2024 | 4.02% | 0.20 CHF | 0.21 CHF | 260'000 | 200'000 | 254'985 | 200'000 | 50'916 CHF | 41'591 CHF | 100.00% | 100.00% |
07.05.2024 | 4.16% | 0.20 CHF | 0.21 CHF | 250'000 | 200'000 | 264'470 | 200'000 | 50'903 CHF | 40'146 CHF | 98.92% | 98.92% |
06.05.2024 | 4.26% | 0.19 CHF | 0.20 CHF | 270'000 | 200'000 | 270'513 | 200'000 | 50'844 CHF | 39'235 CHF | 100.00% | 100.00% |
03.05.2024 | 4.48% | 0.18 CHF | 0.19 CHF | 280'000 | 200'000 | 291'769 | 200'000 | 50'889 CHF | 36'557 CHF | 96.54% | 96.54% |
02.05.2024 | 4.32% | 0.17 CHF | 0.17 CHF | 310'000 | 200'000 | 273'667 | 200'000 | 50'923 CHF | 38'968 CHF | 92.16% | 92.16% |