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 | 3.83% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 194'322 | 100'000 | 51'461 CHF | 27'540 CHF | 97.20% | 97.20% |
15.05.2024 | 3.79% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 188'881 | 99'230 | 51'278 CHF | 27'999 CHF | 98.15% | 98.15% |
14.05.2024 | 4.20% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 213'900 | 100'000 | 50'473 CHF | 24'622 CHF | 100.00% | 100.00% |
13.05.2024 | 4.07% | 0.24 CHF | 0.25 CHF | 210'000 | 100'000 | 206'968 | 100'000 | 50'366 CHF | 25'364 CHF | 99.36% | 99.36% |
10.05.2024 | 4.82% | 0.22 CHF | 0.23 CHF | 230'000 | 100'000 | 249'036 | 100'000 | 50'435 CHF | 21'415 CHF | 100.00% | 100.00% |
08.05.2024 | 5.28% | 0.18 CHF | 0.19 CHF | 280'000 | 100'000 | 275'170 | 100'000 | 50'727 CHF | 19'463 CHF | 97.77% | 97.77% |
07.05.2024 | 7.12% | 0.24 CHF | 0.25 CHF | 210'000 | 100'000 | 66'188 | 54'803 | 16'343 CHF | 14'688 CHF | 92.08% | 92.08% |
06.05.2024 | 9.01% | 0.11 CHF | 0.12 CHF | 460'000 | 100'000 | 474'969 | 100'000 | 50'376 CHF | 11'626 CHF | 98.68% | 98.68% |
03.05.2024 | 10.24% | 0.10 CHF | 0.11 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 46'431 CHF | 10'286 CHF | 97.99% | 97.99% |
02.05.2024 | 10.54% | 0.09 CHF | 0.10 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 44'961 CHF | 9'992 CHF | 85.86% | 85.86% |