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 | 2.47% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 129'629 | 100'000 | 51'903 CHF | 41'050 CHF | 99.33% | 99.33% |
15.05.2024 | 2.34% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 121'416 | 99'241 | 52'002 CHF | 43'524 CHF | 98.94% | 98.94% |
14.05.2024 | 2.46% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 128'438 | 100'000 | 51'626 CHF | 41'222 CHF | 99.99% | 99.99% |
13.05.2024 | 2.65% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 139'300 | 100'000 | 51'829 CHF | 38'473 CHF | 100.00% | 100.00% |
10.05.2024 | 3.60% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 186'797 | 100'000 | 50'980 CHF | 28'331 CHF | 100.00% | 100.00% |
08.05.2024 | 3.80% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 198'042 | 100'000 | 51'100 CHF | 26'816 CHF | 98.69% | 98.69% |
07.05.2024 | 3.26% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 171'344 | 100'000 | 51'773 CHF | 31'290 CHF | 95.30% | 95.30% |
06.05.2024 | 3.05% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 160'149 | 100'000 | 51'746 CHF | 33'376 CHF | 100.00% | 100.00% |
03.05.2024 | 3.07% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 161'418 | 100'000 | 51'773 CHF | 33'104 CHF | 98.48% | 98.48% |
02.05.2024 | 2.75% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 143'104 | 100'000 | 51'324 CHF | 36'892 CHF | 99.13% | 99.13% |