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 | 3.53% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 182'039 | 100'000 | 50'584 CHF | 28'796 CHF | 87.32% | 87.32% |
15.05.2024 | 3.83% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 196'786 | 99'752 | 51'288 CHF | 27'028 CHF | 97.11% | 97.11% |
14.05.2024 | 3.64% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 190'213 | 100'000 | 51'310 CHF | 27'979 CHF | 98.56% | 98.56% |
13.05.2024 | 3.63% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 189'416 | 100'000 | 51'243 CHF | 28'058 CHF | 96.49% | 96.49% |
10.05.2024 | 3.77% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 197'417 | 100'000 | 51'498 CHF | 27'098 CHF | 98.02% | 98.02% |
08.05.2024 | 4.22% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 217'909 | 100'000 | 50'498 CHF | 24'209 CHF | 99.74% | 99.74% |
07.05.2024 | 4.81% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 247'049 | 100'000 | 50'118 CHF | 21'295 CHF | 90.72% | 90.72% |
06.05.2024 | 4.51% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 233'029 | 100'000 | 50'490 CHF | 22'697 CHF | 97.92% | 97.92% |
03.05.2024 | 4.61% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 237'996 | 100'000 | 50'440 CHF | 22'200 CHF | 97.80% | 97.80% |
02.05.2024 | 4.70% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 242'161 | 100'000 | 50'314 CHF | 21'784 CHF | 99.41% | 99.41% |