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 | 2.25% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 111'104 | 100'000 | 51'532 CHF | 47'450 CHF | 97.20% | 97.20% |
15.05.2024 | 2.19% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 110'000 | 99'230 | 51'620 CHF | 47'588 CHF | 98.15% | 98.15% |
14.05.2024 | 2.28% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 120'002 | 100'000 | 52'069 CHF | 44'392 CHF | 100.00% | 100.00% |
13.05.2024 | 2.24% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 119'556 | 100'000 | 52'821 CHF | 45'190 CHF | 99.36% | 99.36% |
10.05.2024 | 2.47% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 129'334 | 100'000 | 51'649 CHF | 41'028 CHF | 100.00% | 100.00% |
08.05.2024 | 2.59% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 137'222 | 100'000 | 52'329 CHF | 39'161 CHF | 97.77% | 97.77% |
07.05.2024 | 4.06% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 56'724 | 54'803 | 24'912 CHF | 25'057 CHF | 92.08% | 92.08% |
06.05.2024 | 3.56% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 184'362 | 100'000 | 50'805 CHF | 28'571 CHF | 98.68% | 98.68% |
03.05.2024 | 3.78% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 199'360 | 100'000 | 51'738 CHF | 26'956 CHF | 97.98% | 97.98% |
02.05.2024 | 3.88% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 200'009 | 100'000 | 50'600 CHF | 26'299 CHF | 85.86% | 85.86% |