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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 5.41% | 0.18 CHF | 0.19 CHF | 280'000 | 200'000 | 281'199 | 200'000 | 50'556 CHF | 37'980 CHF | 88.41% | 88.41% |
16.05.2024 | 4.99% | 0.20 CHF | 0.21 CHF | 250'000 | 200'000 | 258'766 | 200'000 | 50'557 CHF | 41'115 CHF | 98.59% | 98.59% |
15.05.2024 | 4.23% | 0.21 CHF | 0.22 CHF | 240'000 | 200'000 | 217'873 | 200'000 | 50'399 CHF | 48'426 CHF | 94.34% | 94.34% |
14.05.2024 | 3.61% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 54'485 CHF | 56'485 CHF | 98.98% | 98.98% |
13.05.2024 | 3.62% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 54'225 CHF | 56'225 CHF | 95.49% | 95.49% |
10.05.2024 | 3.50% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 56'192 CHF | 58'192 CHF | 97.14% | 97.14% |
08.05.2024 | 2.80% | 0.35 CHF | 0.36 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 70'490 CHF | 72'490 CHF | 99.32% | 99.32% |
07.05.2024 | 2.38% | 0.38 CHF | 0.39 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 83'138 CHF | 85'138 CHF | 84.49% | 84.49% |
06.05.2024 | 1.92% | 0.52 CHF | 0.53 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 103'288 CHF | 105'288 CHF | 92.67% | 92.67% |
03.05.2024 | 1.67% | 0.58 CHF | 0.59 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 118'599 CHF | 120'599 CHF | 93.31% | 93.31% |