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 | 2.16% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 111'916 | 100'000 | 51'296 CHF | 46'854 CHF | 92.19% | 92.19% |
21.05.2024 | 2.09% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 110'845 | 100'000 | 52'391 CHF | 48'289 CHF | 99.36% | 99.36% |
17.05.2024 | 2.37% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 124'233 | 100'000 | 51'713 CHF | 42'649 CHF | 100.00% | 100.00% |
16.05.2024 | 2.21% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 117'696 | 100'000 | 52'757 CHF | 45'852 CHF | 99.33% | 99.33% |
15.05.2024 | 2.10% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 110'864 | 99'241 | 52'572 CHF | 48'074 CHF | 98.94% | 98.94% |
14.05.2024 | 2.21% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 117'496 | 100'000 | 52'681 CHF | 45'873 CHF | 100.00% | 100.00% |
13.05.2024 | 2.36% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 123'687 | 100'000 | 51'846 CHF | 43'159 CHF | 100.00% | 100.00% |
10.05.2024 | 3.07% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 162'071 | 100'000 | 52'001 CHF | 33'114 CHF | 100.00% | 100.00% |
08.05.2024 | 3.23% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 170'388 | 100'000 | 51'967 CHF | 31'520 CHF | 100.00% | 100.00% |
07.05.2024 | 2.82% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 147'109 | 100'000 | 51'497 CHF | 36'083 CHF | 95.70% | 95.70% |