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 | 3.00% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 57'688 CHF | 59'442 CHF | 100.00% | 100.00% |
16.05.2024 | 3.80% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 177'674 | 177'674 | 49'133 CHF | 50'879 CHF | 90.94% | 90.94% |
15.05.2024 | 4.68% | 0.19 CHF | 0.19 CHF | 280'000 | 200'000 | 290'890 | 198'016 | 50'953 CHF | 36'396 CHF | 97.42% | 97.42% |
14.05.2024 | 6.48% | 0.15 CHF | 0.16 CHF | 350'000 | 200'000 | 338'932 | 191'949 | 47'687 CHF | 28'752 CHF | 86.05% | 86.05% |
13.05.2024 | 4.64% | 0.19 CHF | 0.19 CHF | 270'000 | 200'000 | 293'310 | 200'000 | 50'896 CHF | 36'396 CHF | 85.01% | 85.01% |
10.05.2024 | 4.81% | 0.16 CHF | 0.17 CHF | 310'000 | 200'000 | 306'414 | 200'000 | 50'854 CHF | 34'848 CHF | 93.10% | 93.10% |
08.05.2024 | 5.85% | 0.14 CHF | 0.14 CHF | 380'000 | 200'000 | 374'846 | 200'000 | 50'719 CHF | 28'712 CHF | 100.00% | 100.00% |
07.05.2024 | 6.37% | 0.14 CHF | 0.14 CHF | 380'000 | 200'000 | 407'632 | 200'000 | 50'643 CHF | 26'534 CHF | 98.92% | 98.92% |
06.05.2024 | 6.92% | 0.12 CHF | 0.13 CHF | 430'000 | 200'000 | 443'432 | 200'000 | 50'619 CHF | 24'491 CHF | 100.00% | 100.00% |
03.05.2024 | 7.91% | 0.11 CHF | 0.11 CHF | 480'000 | 200'000 | 491'071 | 200'000 | 47'937 CHF | 21'164 CHF | 96.54% | 96.54% |