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 | 3.27% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 170'904 | 100'000 | 51'413 CHF | 31'089 CHF | 87.33% | 87.33% |
15.05.2024 | 3.59% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 185'565 | 99'752 | 51'293 CHF | 28'602 CHF | 97.11% | 97.11% |
14.05.2024 | 3.41% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 179'720 | 100'000 | 51'767 CHF | 29'806 CHF | 98.56% | 98.56% |
13.05.2024 | 3.38% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 178'553 | 100'000 | 51'983 CHF | 30'121 CHF | 96.49% | 96.49% |
10.05.2024 | 3.50% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 181'976 | 100'000 | 51'101 CHF | 29'108 CHF | 98.02% | 98.02% |
08.05.2024 | 4.08% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 210'711 | 100'000 | 50'619 CHF | 25'059 CHF | 99.74% | 99.74% |
07.05.2024 | 4.80% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 246'811 | 100'000 | 50'152 CHF | 21'331 CHF | 90.72% | 90.72% |
06.05.2024 | 4.42% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 228'479 | 100'000 | 50'516 CHF | 23'152 CHF | 97.92% | 97.92% |
03.05.2024 | 4.51% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 233'309 | 100'000 | 50'529 CHF | 22'669 CHF | 97.82% | 97.82% |
02.05.2024 | 4.65% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 239'661 | 100'000 | 50'376 CHF | 22'034 CHF | 99.41% | 99.41% |