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 | 2.47% | 0.42 CHF | 0.43 CHF | 200'000 | 200'000 | 177'667 | 177'667 | 76'006 CHF | 77'750 CHF | 90.91% | 90.91% |
15.05.2024 | 2.93% | 0.30 CHF | 0.31 CHF | 200'000 | 200'000 | 199'707 | 198'016 | 57'593 CHF | 58'807 CHF | 97.42% | 97.42% |
14.05.2024 | 3.86% | 0.25 CHF | 0.26 CHF | 210'000 | 200'000 | 205'059 | 191'950 | 49'045 CHF | 47'681 CHF | 86.05% | 86.05% |
13.05.2024 | 2.93% | 0.30 CHF | 0.31 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 56'861 CHF | 58'549 CHF | 85.00% | 85.00% |
10.05.2024 | 2.99% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 55'111 CHF | 56'782 CHF | 93.05% | 93.05% |
08.05.2024 | 3.50% | 0.23 CHF | 0.24 CHF | 220'000 | 200'000 | 223'662 | 200'000 | 51'148 CHF | 47'383 CHF | 100.00% | 100.00% |
07.05.2024 | 3.84% | 0.23 CHF | 0.23 CHF | 230'000 | 200'000 | 243'652 | 200'000 | 51'037 CHF | 43'618 CHF | 98.92% | 98.92% |
06.05.2024 | 4.14% | 0.20 CHF | 0.21 CHF | 250'000 | 200'000 | 262'253 | 200'000 | 51'024 CHF | 40'594 CHF | 100.00% | 100.00% |
03.05.2024 | 4.65% | 0.18 CHF | 0.19 CHF | 280'000 | 200'000 | 302'733 | 200'000 | 50'910 CHF | 35'418 CHF | 96.50% | 96.50% |
02.05.2024 | 4.12% | 0.15 CHF | 0.16 CHF | 330'000 | 200'000 | 262'741 | 200'000 | 51'041 CHF | 40'848 CHF | 92.16% | 92.16% |