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 | 3.69% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 193'973 | 100'000 | 51'571 CHF | 27'603 CHF | 96.66% | 96.66% |
15.05.2024 | 3.49% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 181'463 | 99'483 | 51'422 CHF | 29'197 CHF | 95.47% | 95.47% |
14.05.2024 | 3.63% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 189'399 | 100'000 | 51'221 CHF | 28'060 CHF | 98.44% | 98.44% |
13.05.2024 | 3.82% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 198'639 | 100'000 | 50'998 CHF | 26'766 CHF | 99.69% | 99.69% |
10.05.2024 | 4.68% | 0.22 CHF | 0.23 CHF | 230'000 | 100'000 | 241'203 | 100'000 | 50'348 CHF | 21'881 CHF | 97.49% | 97.49% |
08.05.2024 | 4.83% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 248'072 | 100'000 | 50'077 CHF | 21'193 CHF | 99.97% | 99.97% |
07.05.2024 | 4.38% | 0.22 CHF | 0.23 CHF | 230'000 | 100'000 | 226'356 | 100'000 | 50'567 CHF | 23'364 CHF | 95.67% | 95.67% |
06.05.2024 | 4.20% | 0.24 CHF | 0.25 CHF | 210'000 | 100'000 | 216'856 | 100'000 | 50'510 CHF | 24'314 CHF | 100.00% | 100.00% |
03.05.2024 | 4.09% | 0.23 CHF | 0.24 CHF | 220'000 | 100'000 | 210'716 | 100'000 | 50'429 CHF | 24'947 CHF | 96.12% | 96.12% |
02.05.2024 | 3.80% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 199'985 | 100'000 | 51'698 CHF | 26'851 CHF | 99.13% | 99.13% |