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 | 4.40% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 86'237 | 84'234 | 42'953 CHF | 43'059 CHF | 99.00% | 99.00% |
15.05.2024 | 5.94% | 0.46 CHF | 0.53 CHF | 20'000 | 20'000 | 73'193 | 73'193 | 37'074 CHF | 38'206 CHF | 98.05% | 98.05% |
14.05.2024 | 2.07% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 98'953 | 98'953 | 51'059 CHF | 52'065 CHF | 97.88% | 97.88% |
13.05.2024 | 2.05% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 98'506 | 98'506 | 52'874 CHF | 53'881 CHF | 99.99% | 99.99% |
10.05.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'798 CHF | 55'798 CHF | 96.06% | 96.06% |
08.05.2024 | 1.78% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'793 CHF | 56'793 CHF | 100.00% | 100.00% |
07.05.2024 | 1.78% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'642 CHF | 56'642 CHF | 99.93% | 99.93% |
06.05.2024 | 2.74% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 92'150 | 92'150 | 52'989 CHF | 54'028 CHF | 99.99% | 99.99% |
03.05.2024 | 3.48% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 85'939 | 85'939 | 50'111 CHF | 51'180 CHF | 97.35% | 97.35% |
02.05.2024 | 2.45% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 94'455 | 94'455 | 53'751 CHF | 54'779 CHF | 99.47% | 99.47% |