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 | 2.78% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 144'707 | 100'000 | 51'276 CHF | 36'465 CHF | 99.33% | 99.33% |
15.05.2024 | 2.59% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 135'411 | 99'241 | 51'649 CHF | 38'891 CHF | 98.94% | 98.94% |
14.05.2024 | 2.77% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 145'810 | 100'000 | 51'904 CHF | 36'629 CHF | 100.00% | 100.00% |
13.05.2024 | 3.03% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 159'283 | 100'000 | 51'856 CHF | 33'851 CHF | 100.00% | 100.00% |
10.05.2024 | 4.29% | 0.24 CHF | 0.25 CHF | 209'266 | 100'000 | 209'734 | 100'000 | 47'881 CHF | 23'834 CHF | 99.16% | 99.16% |
08.05.2024 | 4.61% | 0.21 CHF | 0.22 CHF | 209'193 | 100'000 | 208'750 | 100'000 | 44'293 CHF | 22'221 CHF | 100.00% | 100.00% |
07.05.2024 | 3.82% | 0.25 CHF | 0.26 CHF | 206'164 | 100'000 | 197'593 | 100'000 | 50'776 CHF | 26'733 CHF | 91.82% | 91.82% |
06.05.2024 | 3.52% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 183'352 | 100'000 | 51'114 CHF | 28'957 CHF | 98.63% | 98.63% |
03.05.2024 | 3.58% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 186'659 | 100'000 | 51'246 CHF | 28'488 CHF | 98.63% | 98.63% |
02.05.2024 | 3.15% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 165'718 | 100'000 | 51'792 CHF | 32'279 CHF | 99.13% | 99.13% |