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 | 5.49% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 108'065 | 84'234 | 43'197 CHF | 34'739 CHF | 99.00% | 99.00% |
15.05.2024 | 7.38% | 0.36 CHF | 0.43 CHF | 20'000 | 20'000 | 92'452 | 73'193 | 37'716 CHF | 30'938 CHF | 98.05% | 98.05% |
14.05.2024 | 2.56% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 122'331 | 98'953 | 51'057 CHF | 42'326 CHF | 97.88% | 97.88% |
13.05.2024 | 2.52% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 118'133 | 98'506 | 51'765 CHF | 44'170 CHF | 99.99% | 99.99% |
10.05.2024 | 2.20% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 119'921 | 100'000 | 53'827 CHF | 45'886 CHF | 95.96% | 95.96% |
08.05.2024 | 2.15% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 110'921 | 100'000 | 50'932 CHF | 46'925 CHF | 100.00% | 100.00% |
07.05.2024 | 2.16% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 113'294 | 100'000 | 51'851 CHF | 46'789 CHF | 99.92% | 99.92% |
06.05.2024 | 3.30% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 101'169 | 92'150 | 48'184 CHF | 44'921 CHF | 99.99% | 99.99% |
03.05.2024 | 4.16% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 94'242 | 86'023 | 45'626 CHF | 42'707 CHF | 97.23% | 97.23% |
02.05.2024 | 2.95% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 103'797 | 94'455 | 48'761 CHF | 45'399 CHF | 99.47% | 99.47% |