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 | 3.28% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 171'879 | 100'000 | 51'561 CHF | 31'019 CHF | 99.25% | 99.25% |
15.05.2024 | 3.23% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 155'804 | 99'252 | 51'810 CHF | 34'180 CHF | 98.90% | 98.90% |
14.05.2024 | 3.25% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 170'620 | 100'000 | 51'564 CHF | 31'298 CHF | 100.00% | 100.00% |
13.05.2024 | 3.45% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 180'074 | 100'000 | 51'337 CHF | 29'598 CHF | 100.00% | 100.00% |
10.05.2024 | 3.85% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 196'694 | 100'000 | 51'013 CHF | 27'012 CHF | 99.41% | 99.41% |
08.05.2024 | 3.98% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 200'184 | 100'000 | 51'514 CHF | 26'784 CHF | 100.00% | 100.00% |
07.05.2024 | 3.91% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 197'789 | 100'000 | 51'791 CHF | 27'239 CHF | 96.43% | 96.43% |
06.05.2024 | 3.90% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 201'364 | 100'000 | 51'340 CHF | 26'526 CHF | 100.00% | 100.00% |
03.05.2024 | 4.14% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 201'251 | 100'000 | 50'604 CHF | 26'287 CHF | 97.93% | 97.93% |
02.05.2024 | 3.01% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 159'006 | 100'000 | 51'984 CHF | 33'702 CHF | 99.37% | 99.37% |