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 | 2.55% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 133'940 | 100'000 | 51'758 CHF | 39'673 CHF | 99.33% | 99.33% |
15.05.2024 | 2.41% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 125'411 | 99'241 | 51'591 CHF | 41'869 CHF | 98.94% | 98.94% |
14.05.2024 | 2.56% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 135'810 | 100'000 | 52'415 CHF | 39'629 CHF | 100.00% | 100.00% |
13.05.2024 | 2.77% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 144'976 | 100'000 | 51'695 CHF | 36'930 CHF | 100.00% | 100.00% |
10.05.2024 | 3.78% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 197'453 | 100'000 | 51'258 CHF | 26'987 CHF | 96.92% | 96.92% |
08.05.2024 | 4.04% | 0.24 CHF | 0.25 CHF | 209'432 | 100'000 | 205'313 | 100'000 | 49'785 CHF | 25'268 CHF | 87.06% | 87.06% |
07.05.2024 | 3.43% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 179'042 | 100'000 | 51'360 CHF | 29'744 CHF | 94.40% | 94.40% |
06.05.2024 | 3.18% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 168'094 | 100'000 | 52'003 CHF | 32'000 CHF | 100.00% | 100.00% |
03.05.2024 | 3.22% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 169'073 | 100'000 | 51'619 CHF | 31'558 CHF | 98.62% | 98.62% |
02.05.2024 | 2.88% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 151'488 | 100'000 | 51'905 CHF | 35'279 CHF | 99.13% | 99.13% |