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 | 2.70% | 0.36 CHF | 0.37 CHF | 140'000 | 140'000 | 139'805 | 139'805 | 51'334 CHF | 52'734 CHF | 100.00% | 100.00% |
15.05.2024 | 2.63% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 149'722 | 149'722 | 56'328 CHF | 57'828 CHF | 100.00% | 100.00% |
14.05.2024 | 2.98% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 150'062 | 150'062 | 49'740 CHF | 51'241 CHF | 99.98% | 99.98% |
13.05.2024 | 2.91% | 0.33 CHF | 0.34 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 54'201 CHF | 55'801 CHF | 100.00% | 100.00% |
10.05.2024 | 3.50% | 0.31 CHF | 0.32 CHF | 190'000 | 190'000 | 189'870 | 189'870 | 53'644 CHF | 55'543 CHF | 100.00% | 100.00% |
08.05.2024 | 3.72% | 0.26 CHF | 0.27 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 44'858 CHF | 46'558 CHF | 99.09% | 99.09% |
07.05.2024 | 2.85% | 0.33 CHF | 0.34 CHF | 190'000 | 190'000 | 183'623 | 183'623 | 63'950 CHF | 65'789 CHF | 99.95% | 99.95% |
06.05.2024 | 6.81% | 0.15 CHF | 0.16 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 28'392 CHF | 30'392 CHF | 100.00% | 100.00% |
03.05.2024 | 7.45% | 0.13 CHF | 0.14 CHF | 200'000 | 200'000 | 200'091 | 200'091 | 25'856 CHF | 27'857 CHF | 99.90% | 99.90% |
02.05.2024 | 7.81% | 0.12 CHF | 0.13 CHF | 210'000 | 210'000 | 208'721 | 208'721 | 25'702 CHF | 27'789 CHF | 99.98% | 99.98% |