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 | 3.70% | 0.24 CHF | 0.25 CHF | 210'000 | 100'000 | 187'573 | 100'000 | 51'044 CHF | 28'263 CHF | 99.25% | 99.25% |
15.05.2024 | 4.25% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 209'489 | 99'166 | 50'365 CHF | 24'931 CHF | 88.46% | 88.46% |
14.05.2024 | 3.74% | 0.23 CHF | 0.24 CHF | 224'745 | 100'000 | 186'382 | 100'000 | 50'886 CHF | 28'402 CHF | 93.67% | 93.67% |
13.05.2024 | 3.59% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 179'194 | 100'000 | 51'670 CHF | 29'983 CHF | 100.00% | 100.00% |
10.05.2024 | 3.30% | 0.30 CHF | 0.32 CHF | 170'000 | 100'000 | 163'887 | 100'000 | 52'066 CHF | 32'893 CHF | 99.41% | 99.41% |
08.05.2024 | 3.05% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 159'816 | 100'000 | 51'543 CHF | 33'260 CHF | 100.00% | 100.00% |
07.05.2024 | 3.17% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 162'211 | 100'000 | 51'575 CHF | 32'830 CHF | 96.43% | 96.43% |
06.05.2024 | 3.02% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 157'975 | 100'000 | 51'550 CHF | 33'652 CHF | 100.00% | 100.00% |
03.05.2024 | 2.98% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 156'913 | 100'000 | 51'876 CHF | 34'145 CHF | 97.88% | 97.88% |
02.05.2024 | 3.83% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 198'849 | 100'000 | 51'005 CHF | 26'659 CHF | 99.40% | 99.40% |