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 | 2.61% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 137'107 | 100'000 | 51'788 CHF | 38'801 CHF | 98.61% | 98.61% |
15.05.2024 | 2.37% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 124'375 | 99'753 | 51'751 CHF | 42'531 CHF | 98.95% | 98.95% |
14.05.2024 | 2.35% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 122'899 | 100'000 | 51'629 CHF | 43'040 CHF | 100.00% | 100.00% |
13.05.2024 | 2.43% | 0.41 CHF | 0.42 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 81'315 CHF | 83'315 CHF | 100.00% | 100.00% |
10.05.2024 | 2.57% | 0.38 CHF | 0.39 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 76'754 CHF | 78'754 CHF | 100.00% | 100.00% |
08.05.2024 | 2.85% | 0.34 CHF | 0.35 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 69'078 CHF | 71'078 CHF | 100.00% | 100.00% |
07.05.2024 | 2.86% | 0.34 CHF | 0.35 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 69'051 CHF | 71'051 CHF | 98.86% | 98.86% |
06.05.2024 | 2.98% | 0.34 CHF | 0.35 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 66'188 CHF | 68'188 CHF | 94.79% | 94.79% |
03.05.2024 | 3.21% | 0.31 CHF | 0.32 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 61'239 CHF | 63'239 CHF | 93.19% | 93.19% |
02.05.2024 | 3.44% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 57'186 CHF | 59'186 CHF | 99.13% | 99.13% |