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 | 3.48% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 179'618 | 100'000 | 50'740 CHF | 29'253 CHF | 94.94% | 94.94% |
15.05.2024 | 3.68% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 192'574 | 99'238 | 51'477 CHF | 27'526 CHF | 98.42% | 98.42% |
14.05.2024 | 3.49% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 178'913 | 98'792 | 50'357 CHF | 28'817 CHF | 99.71% | 99.71% |
13.05.2024 | 3.67% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 192'625 | 100'000 | 51'465 CHF | 27'738 CHF | 85.38% | 85.38% |
10.05.2024 | 3.54% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 182'244 | 100'000 | 50'618 CHF | 28'785 CHF | 99.37% | 99.37% |
08.05.2024 | 3.64% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 190'167 | 100'000 | 51'312 CHF | 27'983 CHF | 99.85% | 99.85% |
07.05.2024 | 3.71% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 195'246 | 100'000 | 51'667 CHF | 27'475 CHF | 98.65% | 98.65% |
06.05.2024 | 3.60% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 186'890 | 100'000 | 51'017 CHF | 28'311 CHF | 100.00% | 100.00% |
03.05.2024 | 3.37% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 176'508 | 100'000 | 51'462 CHF | 30'179 CHF | 83.28% | 83.28% |
02.05.2024 | 3.86% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 199'496 | 100'000 | 50'766 CHF | 26'451 CHF | 98.77% | 98.77% |