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 | 3.75% | 0.25 CHF | 0.26 CHF | 198'355 | 100'000 | 194'200 | 100'000 | 50'773 CHF | 27'169 CHF | 84.50% | 84.50% |
15.05.2024 | 3.40% | 0.27 CHF | 0.28 CHF | 197'597 | 100'000 | 175'620 | 99'198 | 51'289 CHF | 30'005 CHF | 93.66% | 93.66% |
14.05.2024 | 3.73% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 194'712 | 100'000 | 51'307 CHF | 27'390 CHF | 82.90% | 82.90% |
13.05.2024 | 4.25% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 197'614 | 100'000 | 46'153 CHF | 24'469 CHF | 95.44% | 95.44% |
10.05.2024 | 7.11% | 0.15 CHF | 0.16 CHF | 208'789 | 100'000 | 209'661 | 100'000 | 28'585 CHF | 14'638 CHF | 100.00% | 100.00% |
08.05.2024 | 8.01% | 0.12 CHF | 0.13 CHF | 209'120 | 100'000 | 208'747 | 100'000 | 25'113 CHF | 13'033 CHF | 100.00% | 100.00% |
07.05.2024 | 5.93% | 0.16 CHF | 0.17 CHF | 205'067 | 100'000 | 204'304 | 100'000 | 33'694 CHF | 17'499 CHF | 95.30% | 95.30% |
06.05.2024 | 5.25% | 0.20 CHF | 0.21 CHF | 200'398 | 100'000 | 201'806 | 100'000 | 37'677 CHF | 19'679 CHF | 100.00% | 100.00% |
03.05.2024 | 5.32% | 0.18 CHF | 0.19 CHF | 202'189 | 100'000 | 202'580 | 100'000 | 37'133 CHF | 19'334 CHF | 98.63% | 98.63% |
02.05.2024 | 4.43% | 0.22 CHF | 0.23 CHF | 201'411 | 100'000 | 200'685 | 100'000 | 44'370 CHF | 23'112 CHF | 99.13% | 99.13% |