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 | 3.25% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 170'805 | 100'000 | 51'762 CHF | 31'311 CHF | 88.07% | 88.07% |
15.05.2024 | 3.56% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 183'204 | 99'148 | 50'777 CHF | 28'485 CHF | 87.92% | 87.92% |
14.05.2024 | 3.65% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 190'873 | 100'000 | 51'303 CHF | 27'913 CHF | 96.77% | 96.77% |
13.05.2024 | 3.64% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 190'411 | 100'000 | 51'325 CHF | 27'959 CHF | 80.36% | 80.36% |
10.05.2024 | 3.61% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 187'600 | 100'000 | 51'084 CHF | 28'240 CHF | 99.98% | 99.98% |
08.05.2024 | 3.77% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 198'281 | 100'000 | 51'598 CHF | 27'031 CHF | 98.75% | 98.75% |
07.05.2024 | 4.08% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 209'801 | 100'000 | 50'366 CHF | 25'020 CHF | 96.44% | 96.44% |
06.05.2024 | 4.13% | 0.24 CHF | 0.25 CHF | 210'000 | 100'000 | 212'778 | 100'000 | 50'456 CHF | 24'722 CHF | 99.54% | 99.54% |
03.05.2024 | 4.49% | 0.23 CHF | 0.24 CHF | 220'000 | 100'000 | 231'970 | 100'000 | 50'495 CHF | 22'803 CHF | 97.38% | 97.38% |
02.05.2024 | 4.84% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 248'148 | 100'000 | 50'074 CHF | 21'185 CHF | 99.13% | 99.13% |