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 | 3.02% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 159'651 | 100'000 | 52'114 CHF | 33'673 CHF | 99.33% | 99.33% |
15.05.2024 | 2.81% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 145'807 | 99'241 | 51'344 CHF | 35'986 CHF | 98.94% | 98.94% |
14.05.2024 | 3.02% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 158'547 | 100'000 | 51'745 CHF | 33'672 CHF | 100.00% | 100.00% |
13.05.2024 | 3.29% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 172'589 | 100'000 | 51'569 CHF | 31'174 CHF | 95.27% | 95.27% |
10.05.2024 | 4.91% | 0.21 CHF | 0.22 CHF | 209'294 | 100'000 | 209'784 | 100'000 | 41'789 CHF | 20'924 CHF | 100.00% | 100.00% |
08.05.2024 | 5.32% | 0.18 CHF | 0.19 CHF | 209'432 | 100'000 | 208'783 | 100'000 | 38'261 CHF | 19'328 CHF | 100.00% | 100.00% |
07.05.2024 | 4.32% | 0.22 CHF | 0.23 CHF | 205'391 | 100'000 | 204'224 | 100'000 | 46'362 CHF | 23'709 CHF | 93.86% | 93.86% |
06.05.2024 | 3.94% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 198'974 | 100'000 | 49'637 CHF | 25'979 CHF | 94.21% | 94.21% |
03.05.2024 | 3.96% | 0.25 CHF | 0.26 CHF | 202'552 | 100'000 | 200'610 | 100'000 | 49'757 CHF | 25'820 CHF | 59.46% | 59.46% |
02.05.2024 | 3.47% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 181'707 | 100'000 | 51'442 CHF | 29'328 CHF | 99.12% | 99.12% |