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 | 2.40% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 126'283 | 100'000 | 51'945 CHF | 42'164 CHF | 99.33% | 99.33% |
15.05.2024 | 2.28% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 120'080 | 99'241 | 52'713 CHF | 44'592 CHF | 98.94% | 98.94% |
14.05.2024 | 2.39% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 126'598 | 100'000 | 52'335 CHF | 42'374 CHF | 99.99% | 99.99% |
13.05.2024 | 2.57% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 135'566 | 100'000 | 52'000 CHF | 39'619 CHF | 100.00% | 100.00% |
10.05.2024 | 3.45% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 180'381 | 100'000 | 51'425 CHF | 29'540 CHF | 100.00% | 100.00% |
08.05.2024 | 3.64% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 190'724 | 100'000 | 51'369 CHF | 27'966 CHF | 100.00% | 100.00% |
07.05.2024 | 3.14% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 165'214 | 100'000 | 51'804 CHF | 32'415 CHF | 95.30% | 95.30% |
06.05.2024 | 2.95% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 155'410 | 100'000 | 51'904 CHF | 34'465 CHF | 100.00% | 100.00% |
03.05.2024 | 2.96% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 156'900 | 100'000 | 52'162 CHF | 34'275 CHF | 97.48% | 97.48% |
02.05.2024 | 2.67% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 140'494 | 100'000 | 51'917 CHF | 37'961 CHF | 99.13% | 99.13% |