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 | 2.98% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 157'836 | 100'000 | 52'150 CHF | 34'060 CHF | 99.30% | 99.30% |
15.05.2024 | 3.39% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 177'061 | 99'733 | 51'332 CHF | 29'961 CHF | 97.91% | 97.91% |
14.05.2024 | 3.12% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 159'735 | 98'769 | 50'909 CHF | 32'607 CHF | 99.86% | 99.86% |
13.05.2024 | 3.46% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 180'906 | 100'000 | 51'384 CHF | 29'476 CHF | 100.00% | 100.00% |
10.05.2024 | 3.20% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 169'196 | 100'000 | 52'072 CHF | 31'799 CHF | 100.00% | 100.00% |
08.05.2024 | 3.43% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 179'975 | 100'000 | 51'543 CHF | 29'644 CHF | 100.00% | 100.00% |
07.05.2024 | 3.69% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 193'474 | 100'000 | 51'434 CHF | 27'609 CHF | 98.92% | 98.92% |
06.05.2024 | 3.46% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 180'845 | 100'000 | 51'293 CHF | 29'417 CHF | 100.00% | 100.00% |
03.05.2024 | 2.98% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 156'315 | 100'000 | 51'630 CHF | 34'149 CHF | 97.60% | 97.60% |
02.05.2024 | 4.14% | 0.23 CHF | 0.24 CHF | 220'000 | 100'000 | 214'266 | 100'000 | 50'721 CHF | 24'727 CHF | 94.52% | 94.52% |