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 | 2.40% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 128'505 | 100'000 | 52'866 CHF | 42'150 CHF | 99.99% | 99.99% |
16.05.2024 | 4.75% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 93'941 | 84'234 | 43'348 CHF | 39'955 CHF | 99.00% | 99.00% |
15.05.2024 | 6.41% | 0.43 CHF | 0.50 CHF | 20'000 | 20'000 | 79'843 | 73'193 | 37'505 CHF | 35'491 CHF | 98.05% | 98.05% |
14.05.2024 | 2.23% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 108'822 | 98'953 | 52'186 CHF | 48'458 CHF | 97.88% | 97.88% |
13.05.2024 | 2.21% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 100'882 | 98'506 | 50'370 CHF | 50'213 CHF | 99.99% | 99.99% |
10.05.2024 | 1.94% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 50'960 CHF | 51'960 CHF | 93.28% | 93.28% |
08.05.2024 | 1.90% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'086 CHF | 53'086 CHF | 100.00% | 100.00% |
07.05.2024 | 1.91% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 51'990 CHF | 52'990 CHF | 99.95% | 99.95% |
06.05.2024 | 2.93% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 92'150 | 92'150 | 49'591 CHF | 50'630 CHF | 99.99% | 99.99% |
03.05.2024 | 3.72% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 85'857 | 85'857 | 46'822 CHF | 47'892 CHF | 97.47% | 97.47% |