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 | 3.30% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 173'031 | 100'000 | 51'604 CHF | 30'852 CHF | 99.33% | 99.33% |
15.05.2024 | 3.06% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 160'059 | 99'241 | 51'848 CHF | 33'188 CHF | 98.94% | 98.94% |
14.05.2024 | 3.30% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 173'774 | 100'000 | 51'836 CHF | 30'873 CHF | 100.00% | 100.00% |
13.05.2024 | 3.66% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 185'815 | 100'000 | 50'137 CHF | 28'233 CHF | 93.81% | 93.81% |
10.05.2024 | 5.74% | 0.18 CHF | 0.19 CHF | 209'390 | 100'000 | 209'655 | 100'000 | 35'572 CHF | 17'971 CHF | 100.00% | 100.00% |
08.05.2024 | 6.30% | 0.15 CHF | 0.16 CHF | 209'529 | 100'000 | 208'807 | 100'000 | 32'198 CHF | 16'423 CHF | 100.00% | 100.00% |
07.05.2024 | 4.91% | 0.19 CHF | 0.20 CHF | 205'485 | 100'000 | 204'172 | 100'000 | 40'807 CHF | 20'994 CHF | 95.70% | 95.70% |
06.05.2024 | 4.43% | 0.24 CHF | 0.25 CHF | 200'487 | 100'000 | 201'888 | 100'000 | 44'708 CHF | 23'154 CHF | 100.00% | 100.00% |
03.05.2024 | 4.50% | 0.22 CHF | 0.23 CHF | 202'461 | 100'000 | 202'567 | 100'000 | 44'085 CHF | 22'768 CHF | 98.63% | 98.63% |
02.05.2024 | 3.85% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 199'694 | 100'000 | 50'973 CHF | 26'530 CHF | 70.28% | 70.28% |