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 | 3.72% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 183'756 | 100'000 | 50'875 CHF | 28'752 CHF | 97.20% | 97.20% |
15.05.2024 | 3.61% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 180'515 | 99'230 | 51'073 CHF | 29'112 CHF | 98.15% | 98.15% |
14.05.2024 | 3.98% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 200'574 | 100'000 | 50'535 CHF | 26'223 CHF | 100.00% | 100.00% |
13.05.2024 | 3.82% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 198'729 | 100'000 | 51'469 CHF | 26'917 CHF | 99.36% | 99.36% |
10.05.2024 | 4.40% | 0.24 CHF | 0.25 CHF | 210'000 | 100'000 | 226'783 | 100'000 | 50'437 CHF | 23'340 CHF | 100.00% | 100.00% |
08.05.2024 | 4.68% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 241'191 | 100'000 | 50'285 CHF | 21'882 CHF | 97.77% | 97.77% |
07.05.2024 | 6.83% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 64'443 | 54'803 | 16'710 CHF | 15'274 CHF | 92.08% | 92.08% |
06.05.2024 | 7.42% | 0.13 CHF | 0.14 CHF | 390'000 | 100'000 | 390'306 | 100'000 | 50'660 CHF | 13'990 CHF | 98.68% | 98.68% |
03.05.2024 | 8.08% | 0.12 CHF | 0.13 CHF | 420'000 | 100'000 | 424'564 | 100'000 | 50'423 CHF | 12'886 CHF | 98.00% | 98.00% |
02.05.2024 | 8.33% | 0.11 CHF | 0.12 CHF | 460'000 | 100'000 | 438'926 | 100'000 | 50'495 CHF | 12'527 CHF | 85.86% | 85.86% |