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 | 3.10% | 0.34 CHF | 0.35 CHF | 175'000 | 175'000 | 169'256 | 169'253 | 53'761 CHF | 55'452 CHF | 99.77% | 99.77% |
15.05.2024 | 3.11% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 172'289 | 172'289 | 54'534 CHF | 56'258 CHF | 99.51% | 99.51% |
14.05.2024 | 3.89% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 214'372 | 214'372 | 54'056 CHF | 56'200 CHF | 99.54% | 99.54% |
13.05.2024 | 3.90% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 206'247 | 206'247 | 51'909 CHF | 53'972 CHF | 100.00% | 100.00% |
10.05.2024 | 4.07% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 216'038 | 216'036 | 51'929 CHF | 54'089 CHF | 100.00% | 100.00% |
08.05.2024 | 4.36% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 234'058 | 234'062 | 52'502 CHF | 54'844 CHF | 100.00% | 100.00% |
07.05.2024 | 8.43% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 455'488 | 373'146 | 51'794 CHF | 48'093 CHF | 99.74% | 99.74% |
06.05.2024 | 9.90% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 526'098 | 413'919 | 50'509 CHF | 44'499 CHF | 99.51% | 99.51% |
03.05.2024 | 10.89% | 0.10 CHF | 0.11 CHF | 575'000 | 300'000 | 585'300 | 336'311 | 50'831 CHF | 33'062 CHF | 99.71% | 99.71% |
02.05.2024 | 10.87% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 572'293 | 367'249 | 49'837 CHF | 36'501 CHF | 100.00% | 100.00% |