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 | 3.45% | 0.30 CHF | 0.31 CHF | 200'000 | 200'000 | 177'680 | 177'680 | 53'717 CHF | 55'434 CHF | 90.96% | 90.96% |
15.05.2024 | 3.45% | 0.25 CHF | 0.26 CHF | 210'000 | 200'000 | 212'935 | 198'016 | 51'170 CHF | 49'280 CHF | 97.42% | 97.42% |
14.05.2024 | 4.22% | 0.22 CHF | 0.23 CHF | 230'000 | 200'000 | 223'447 | 191'950 | 48'650 CHF | 43'527 CHF | 86.05% | 86.05% |
13.05.2024 | 3.36% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 210'481 | 200'000 | 51'364 CHF | 50'489 CHF | 85.01% | 85.01% |
10.05.2024 | 3.46% | 0.24 CHF | 0.25 CHF | 210'000 | 200'000 | 215'861 | 200'000 | 51'481 CHF | 49'391 CHF | 93.10% | 93.10% |
08.05.2024 | 3.68% | 0.22 CHF | 0.23 CHF | 230'000 | 200'000 | 232'333 | 200'000 | 50'960 CHF | 45'527 CHF | 100.00% | 100.00% |
07.05.2024 | 3.76% | 0.22 CHF | 0.23 CHF | 230'000 | 200'000 | 239'808 | 200'000 | 51'281 CHF | 44'418 CHF | 98.92% | 98.92% |
06.05.2024 | 3.85% | 0.21 CHF | 0.22 CHF | 240'000 | 200'000 | 244'796 | 200'000 | 51'169 CHF | 43'456 CHF | 100.00% | 100.00% |
03.05.2024 | 3.96% | 0.21 CHF | 0.22 CHF | 250'000 | 200'000 | 256'753 | 200'000 | 50'902 CHF | 41'296 CHF | 96.36% | 96.36% |
02.05.2024 | 3.94% | 0.19 CHF | 0.19 CHF | 270'000 | 200'000 | 251'321 | 200'000 | 51'150 CHF | 42'419 CHF | 92.16% | 92.16% |