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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 3.06% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 161'638 | 100'000 | 51'978 CHF | 33'171 CHF | 92.19% | 92.19% |
21.05.2024 | 2.95% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 154'336 | 100'000 | 51'528 CHF | 34'432 CHF | 99.36% | 99.36% |
17.05.2024 | 3.54% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 183'106 | 100'000 | 50'840 CHF | 28'785 CHF | 100.00% | 100.00% |
16.05.2024 | 3.17% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 166'905 | 100'000 | 51'781 CHF | 32'050 CHF | 99.33% | 99.33% |
15.05.2024 | 2.96% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 153'974 | 99'241 | 52'034 CHF | 34'592 CHF | 98.94% | 98.94% |
14.05.2024 | 3.16% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 166'288 | 100'000 | 51'856 CHF | 32'222 CHF | 99.99% | 99.99% |
13.05.2024 | 3.42% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 177'101 | 100'000 | 51'036 CHF | 30'074 CHF | 82.76% | 82.76% |
10.05.2024 | 5.33% | 0.20 CHF | 0.21 CHF | 208'459 | 100'000 | 209'623 | 100'000 | 38'418 CHF | 19'331 CHF | 100.00% | 100.00% |
08.05.2024 | 5.79% | 0.16 CHF | 0.17 CHF | 209'143 | 100'000 | 208'833 | 100'000 | 35'090 CHF | 17'806 CHF | 100.00% | 100.00% |
07.05.2024 | 4.61% | 0.20 CHF | 0.21 CHF | 205'719 | 100'000 | 204'174 | 100'000 | 43'451 CHF | 22'290 CHF | 95.30% | 95.30% |