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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 4.33% | 0.22 CHF | 0.23 CHF | 230'000 | 100'000 | 224'128 | 100'000 | 50'600 CHF | 23'587 CHF | 99.99% | 99.99% |
16.05.2024 | 8.02% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 153'072 | 84'234 | 41'988 CHF | 24'146 CHF | 99.00% | 99.00% |
15.05.2024 | 10.65% | 0.24 CHF | 0.31 CHF | 20'000 | 20'000 | 126'387 | 73'193 | 36'260 CHF | 22'004 CHF | 98.05% | 98.05% |
14.05.2024 | 3.64% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 174'800 | 98'953 | 50'988 CHF | 29'879 CHF | 97.88% | 97.88% |
13.05.2024 | 3.53% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 163'891 | 98'506 | 51'098 CHF | 31'729 CHF | 99.99% | 99.99% |
10.05.2024 | 3.06% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 160'000 | 100'000 | 51'552 CHF | 33'220 CHF | 98.68% | 98.68% |
08.05.2024 | 2.96% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 157'513 | 100'000 | 52'352 CHF | 34'249 CHF | 100.00% | 100.00% |
07.05.2024 | 2.97% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 158'318 | 100'000 | 52'452 CHF | 34'140 CHF | 99.96% | 99.96% |
06.05.2024 | 4.49% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 135'231 | 92'150 | 47'370 CHF | 33'309 CHF | 99.99% | 99.99% |
03.05.2024 | 5.65% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 120'071 | 85'841 | 42'995 CHF | 31'787 CHF | 97.38% | 97.38% |