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 | 2.66% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 140'000 | 100'000 | 51'891 CHF | 38'065 CHF | 87.32% | 87.32% |
15.05.2024 | 2.87% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 148'616 | 99'752 | 51'320 CHF | 35'480 CHF | 97.11% | 97.11% |
14.05.2024 | 2.75% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 141'938 | 100'000 | 50'895 CHF | 36'869 CHF | 98.56% | 98.56% |
13.05.2024 | 2.73% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 140'083 | 100'000 | 50'679 CHF | 37'178 CHF | 96.50% | 96.50% |
10.05.2024 | 2.81% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 147'773 | 100'000 | 51'818 CHF | 36'097 CHF | 98.02% | 98.02% |
08.05.2024 | 3.18% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 167'850 | 100'000 | 51'946 CHF | 31'980 CHF | 99.74% | 99.74% |
07.05.2024 | 3.75% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 197'035 | 100'000 | 51'550 CHF | 27'176 CHF | 90.72% | 90.72% |
06.05.2024 | 3.50% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 183'468 | 100'000 | 51'537 CHF | 29'127 CHF | 97.92% | 97.92% |
03.05.2024 | 3.56% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 184'323 | 100'000 | 50'851 CHF | 28'602 CHF | 97.82% | 97.82% |
02.05.2024 | 3.65% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 191'022 | 100'000 | 51'349 CHF | 27'898 CHF | 99.41% | 99.41% |