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 | 3.79% | 0.25 CHF | 0.26 CHF | 170'000 | 170'000 | 169'752 | 169'752 | 44'157 CHF | 45'857 CHF | 100.00% | 100.00% |
15.05.2024 | 3.68% | 0.28 CHF | 0.29 CHF | 180'000 | 180'000 | 179'665 | 179'665 | 48'144 CHF | 49'944 CHF | 100.00% | 100.00% |
14.05.2024 | 4.21% | 0.25 CHF | 0.26 CHF | 180'000 | 180'000 | 180'045 | 180'045 | 41'950 CHF | 43'751 CHF | 99.98% | 99.98% |
13.05.2024 | 4.10% | 0.23 CHF | 0.24 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 43'040 CHF | 44'840 CHF | 100.00% | 100.00% |
10.05.2024 | 4.98% | 0.22 CHF | 0.23 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 37'446 CHF | 39'346 CHF | 100.00% | 100.00% |
08.05.2024 | 5.33% | 0.18 CHF | 0.19 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 34'769 CHF | 36'669 CHF | 99.09% | 99.09% |
07.05.2024 | 3.95% | 0.23 CHF | 0.24 CHF | 190'000 | 190'000 | 183'553 | 183'553 | 45'963 CHF | 47'802 CHF | 100.00% | 100.00% |
06.05.2024 | 10.27% | 0.10 CHF | 0.11 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 18'486 CHF | 20'486 CHF | 100.00% | 100.00% |
03.05.2024 | 11.22% | 0.09 CHF | 0.10 CHF | 200'000 | 200'000 | 200'091 | 200'091 | 16'842 CHF | 18'843 CHF | 99.96% | 99.96% |
02.05.2024 | 11.74% | 0.08 CHF | 0.09 CHF | 210'000 | 210'000 | 208'719 | 208'719 | 16'743 CHF | 18'830 CHF | 100.00% | 100.00% |