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 |
---|---|---|---|---|---|---|---|---|---|---|---|
21.05.2024 | 4.74% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 243'770 | 100'000 | 50'218 CHF | 21'623 CHF | 99.99% | 99.99% |
17.05.2024 | 3.90% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 200'002 | 100'000 | 50'230 CHF | 26'115 CHF | 99.99% | 99.99% |
16.05.2024 | 7.31% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 140'976 | 84'234 | 42'479 CHF | 26'417 CHF | 99.00% | 99.00% |
15.05.2024 | 9.76% | 0.26 CHF | 0.33 CHF | 20'000 | 20'000 | 118'558 | 73'193 | 36'678 CHF | 23'677 CHF | 98.05% | 98.05% |
14.05.2024 | 3.34% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 161'144 | 98'953 | 51'339 CHF | 32'543 CHF | 97.88% | 97.88% |
13.05.2024 | 3.24% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 150'208 | 98'506 | 50'901 CHF | 34'399 CHF | 99.99% | 99.99% |
10.05.2024 | 2.82% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 149'738 | 100'000 | 52'294 CHF | 35'925 CHF | 95.80% | 95.80% |
08.05.2024 | 2.74% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 140'188 | 100'000 | 50'495 CHF | 37'021 CHF | 100.00% | 100.00% |
07.05.2024 | 2.75% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 142'400 | 100'000 | 51'081 CHF | 36'887 CHF | 99.93% | 99.93% |
06.05.2024 | 4.16% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 127'361 | 92'150 | 48'076 CHF | 35'813 CHF | 99.99% | 99.99% |