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 | 2.81% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 147'045 | 100'000 | 51'675 CHF | 36'159 CHF | 87.32% | 87.32% |
15.05.2024 | 3.13% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 163'871 | 99'752 | 52'207 CHF | 32'843 CHF | 97.10% | 97.10% |
14.05.2024 | 2.96% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 156'601 | 100'000 | 52'187 CHF | 34'341 CHF | 98.51% | 98.51% |
13.05.2024 | 2.91% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 152'688 | 100'000 | 51'676 CHF | 34'859 CHF | 96.45% | 96.45% |
10.05.2024 | 3.00% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 159'592 | 100'000 | 52'311 CHF | 33'816 CHF | 98.01% | 98.01% |
08.05.2024 | 3.57% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 187'406 | 100'000 | 51'526 CHF | 28'565 CHF | 99.74% | 99.74% |
07.05.2024 | 4.31% | 0.24 CHF | 0.25 CHF | 210'000 | 100'000 | 222'664 | 100'000 | 50'562 CHF | 23'734 CHF | 90.72% | 90.72% |
06.05.2024 | 3.89% | 0.22 CHF | 0.23 CHF | 230'000 | 100'000 | 202'876 | 100'000 | 51'166 CHF | 26'276 CHF | 97.92% | 97.92% |
03.05.2024 | 3.97% | 0.24 CHF | 0.25 CHF | 210'000 | 100'000 | 203'918 | 100'000 | 50'374 CHF | 25'717 CHF | 97.83% | 97.83% |
02.05.2024 | 4.11% | 0.24 CHF | 0.25 CHF | 210'000 | 100'000 | 211'495 | 100'000 | 50'404 CHF | 24'851 CHF | 99.41% | 99.41% |