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 | 3.46% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 180'956 | 100'000 | 51'456 CHF | 29'465 CHF | 99.33% | 99.33% |
15.05.2024 | 3.17% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 165'774 | 99'241 | 51'633 CHF | 31'945 CHF | 98.94% | 98.94% |
14.05.2024 | 3.44% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 178'824 | 100'000 | 51'142 CHF | 29'629 CHF | 100.00% | 100.00% |
13.05.2024 | 3.97% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 192'396 | 100'000 | 48'087 CHF | 26'269 CHF | 60.64% | 60.64% |
10.05.2024 | 6.17% | 0.17 CHF | 0.18 CHF | 208'789 | 100'000 | 209'722 | 100'000 | 33'094 CHF | 16'784 CHF | 100.00% | 100.00% |
08.05.2024 | 6.82% | 0.14 CHF | 0.15 CHF | 209'193 | 100'000 | 208'750 | 100'000 | 29'681 CHF | 15'221 CHF | 100.00% | 100.00% |
07.05.2024 | 5.28% | 0.18 CHF | 0.19 CHF | 205'067 | 100'000 | 204'364 | 100'000 | 37'876 CHF | 19'541 CHF | 95.30% | 95.30% |
06.05.2024 | 4.69% | 0.22 CHF | 0.23 CHF | 200'575 | 100'000 | 201'839 | 100'000 | 42'215 CHF | 21'925 CHF | 100.00% | 100.00% |
03.05.2024 | 4.77% | 0.21 CHF | 0.22 CHF | 202'145 | 100'000 | 202'450 | 100'000 | 41'468 CHF | 21'488 CHF | 98.62% | 98.62% |
02.05.2024 | 4.09% | 0.24 CHF | 0.25 CHF | 201'411 | 100'000 | 200'941 | 100'000 | 48'184 CHF | 24'982 CHF | 58.61% | 58.61% |