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 | 2.54% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 133'238 | 100'000 | 51'699 CHF | 39'824 CHF | 87.32% | 87.32% |
15.05.2024 | 2.89% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 150'857 | 99'752 | 51'987 CHF | 35'466 CHF | 97.11% | 97.11% |
14.05.2024 | 2.72% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 140'601 | 100'000 | 51'064 CHF | 37'324 CHF | 98.56% | 98.56% |
13.05.2024 | 2.67% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 139'687 | 100'000 | 51'546 CHF | 37'911 CHF | 96.49% | 96.49% |
10.05.2024 | 2.77% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 143'770 | 100'000 | 51'210 CHF | 36'674 CHF | 98.02% | 98.02% |
08.05.2024 | 3.36% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 176'254 | 100'000 | 51'649 CHF | 30'376 CHF | 99.74% | 99.74% |
07.05.2024 | 4.22% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 217'558 | 100'000 | 50'491 CHF | 24'244 CHF | 90.72% | 90.72% |
06.05.2024 | 3.72% | 0.23 CHF | 0.24 CHF | 220'000 | 100'000 | 192'845 | 100'000 | 50'900 CHF | 27'501 CHF | 97.91% | 97.91% |
03.05.2024 | 3.80% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 198'473 | 100'000 | 51'230 CHF | 26'821 CHF | 97.79% | 97.79% |
02.05.2024 | 3.95% | 0.24 CHF | 0.25 CHF | 210'000 | 100'000 | 203'545 | 100'000 | 50'486 CHF | 25'824 CHF | 99.39% | 99.39% |