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 | 4.42% | 0.24 CHF | 0.25 CHF | 210'000 | 200'000 | 188'113 | 177'680 | 45'055 CHF | 44'324 CHF | 90.96% | 90.96% |
15.05.2024 | 4.35% | 0.20 CHF | 0.21 CHF | 260'000 | 200'000 | 267'497 | 198'016 | 51'056 CHF | 39'492 CHF | 97.42% | 97.42% |
14.05.2024 | 5.29% | 0.18 CHF | 0.18 CHF | 290'000 | 200'000 | 278'222 | 191'950 | 48'059 CHF | 34'884 CHF | 86.05% | 86.05% |
13.05.2024 | 4.27% | 0.20 CHF | 0.21 CHF | 250'000 | 200'000 | 261'861 | 200'000 | 51'028 CHF | 40'687 CHF | 85.01% | 85.01% |
10.05.2024 | 4.33% | 0.19 CHF | 0.20 CHF | 270'000 | 200'000 | 268'115 | 200'000 | 50'900 CHF | 39'660 CHF | 93.10% | 93.10% |
08.05.2024 | 4.64% | 0.17 CHF | 0.18 CHF | 290'000 | 200'000 | 290'035 | 200'000 | 50'799 CHF | 36'703 CHF | 100.00% | 100.00% |
07.05.2024 | 4.66% | 0.18 CHF | 0.19 CHF | 290'000 | 200'000 | 296'241 | 200'000 | 50'795 CHF | 35'943 CHF | 98.92% | 98.92% |
06.05.2024 | 4.70% | 0.17 CHF | 0.18 CHF | 300'000 | 200'000 | 300'666 | 200'000 | 50'739 CHF | 35'387 CHF | 100.00% | 100.00% |
03.05.2024 | 4.86% | 0.17 CHF | 0.18 CHF | 300'000 | 200'000 | 317'105 | 200'000 | 50'906 CHF | 33'746 CHF | 96.42% | 96.42% |
02.05.2024 | 4.89% | 0.15 CHF | 0.16 CHF | 340'000 | 200'000 | 310'995 | 200'000 | 50'784 CHF | 34'360 CHF | 92.16% | 92.16% |