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 | 7.59% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 142'928 | 84'234 | 42'157 CHF | 25'883 CHF | 99.00% | 99.00% |
15.05.2024 | 10.63% | 0.26 CHF | 0.33 CHF | 20'000 | 20'000 | 131'885 | 73'193 | 35'684 CHF | 20'879 CHF | 98.05% | 98.05% |
14.05.2024 | 4.20% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 198'075 | 98'953 | 49'938 CHF | 25'961 CHF | 97.88% | 97.88% |
13.05.2024 | 4.16% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 192'255 | 98'506 | 50'647 CHF | 26'970 CHF | 99.99% | 99.99% |
10.05.2024 | 3.71% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 195'015 | 100'000 | 51'552 CHF | 27'449 CHF | 91.05% | 91.05% |
08.05.2024 | 3.93% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 200'781 | 100'000 | 50'144 CHF | 25'978 CHF | 99.99% | 99.99% |
07.05.2024 | 3.69% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 193'106 | 100'000 | 51'427 CHF | 27'656 CHF | 99.97% | 99.97% |
06.05.2024 | 5.37% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 162'887 | 92'150 | 47'035 CHF | 27'635 CHF | 99.99% | 99.99% |
03.05.2024 | 6.81% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 158'122 | 86'583 | 43'628 CHF | 24'999 CHF | 96.40% | 96.40% |
02.05.2024 | 6.26% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 212'189 | 94'454 | 47'340 CHF | 22'088 CHF | 99.45% | 99.45% |