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 | 2.48% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 130'541 | 100'000 | 51'890 CHF | 40'770 CHF | 99.28% | 99.28% |
15.05.2024 | 2.35% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 122'789 | 99'241 | 51'857 CHF | 42'933 CHF | 98.94% | 98.94% |
14.05.2024 | 2.49% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 129'785 | 100'000 | 51'451 CHF | 40'672 CHF | 100.00% | 100.00% |
13.05.2024 | 2.68% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 140'869 | 100'000 | 51'875 CHF | 38'100 CHF | 100.00% | 100.00% |
10.05.2024 | 3.65% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 189'334 | 100'000 | 50'986 CHF | 27'971 CHF | 100.00% | 100.00% |
08.05.2024 | 3.85% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 200'457 | 100'000 | 51'097 CHF | 26'509 CHF | 89.32% | 89.32% |
07.05.2024 | 3.31% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 174'539 | 100'000 | 51'819 CHF | 30'746 CHF | 96.41% | 96.41% |
06.05.2024 | 3.07% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 161'299 | 100'000 | 51'658 CHF | 33'103 CHF | 100.00% | 100.00% |
03.05.2024 | 3.12% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 165'347 | 100'000 | 52'130 CHF | 32'558 CHF | 98.61% | 98.61% |
02.05.2024 | 2.79% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 145'436 | 100'000 | 51'336 CHF | 36'328 CHF | 99.13% | 99.13% |